+203.5%
VTR vs BAH
+886.2%
-682.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -1.7% | -3.2% | +1.6% | -1.1% |
| 30D | -2.4% | +2.0% | -4.4% | -2.9% |
| 3M | +14.8% | -7.6% | +22.4% | +16.1% |
| 6M | +5.3% | -5.7% | +11.0% | +5.7% |
| YTD | +18.1% | -11.7% | +29.8% | +19.2% |
| 1Y | +36.7% | -27.4% | +64.1% | +43.2% |
| 3Y | +130.1% | -32.5% | +162.6% | +137.1% |
| 5Y | +89.5% | -3.3% | +92.8% | +76.1% |
| 10Y | +87.4% | +186.0% | -98.6% | +41.9% |
| All | +203.5% | +886.2% | -682.7% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling