+88.0%
VTR vs BAH
-3.7%
+91.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -2.9% | -1.3% | -1.6% | -2.8% |
| 30D | -2.8% | -6.6% | +3.8% | -2.2% |
| 3M | +9.0% | -7.2% | +16.2% | +9.5% |
| 6M | +5.0% | -10.0% | +14.9% | +5.6% |
| YTD | +16.9% | -12.5% | +29.4% | +17.5% |
| 1Y | +34.3% | -27.9% | +62.2% | +38.2% |
| 3Y | +131.6% | -31.4% | +163.0% | +129.8% |
| 5Y | +88.0% | -3.2% | +91.2% | +75.6% |
| All | +88.0% | -3.7% | +91.7% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling