+33.9%
VTR vs BAH
-24.1%
+58.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.8% | -3.6% | +1.1% |
| 7D | -1.8% | +2.4% | -4.2% | -1.9% |
| 30D | +4.0% | -2.9% | +6.9% | +4.0% |
| 3M | +7.8% | -1.3% | +9.2% | +7.0% |
| 6M | +6.4% | -0.9% | +7.3% | +5.7% |
| YTD | +18.3% | -8.2% | +26.5% | +17.7% |
| 1Y | +33.9% | -24.0% | +57.9% | +33.1% |
| All | +33.9% | -24.1% | +58.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling