+203.3%
VTR vs BAH
+1,079.0%
-875.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +0.7% | -2.6% | +3.2% | +1.2% |
| 30D | +6.9% | +20.4% | -13.4% | +3.1% |
| 3M | +1.3% | +11.9% | -10.5% | -1.2% |
| 6M | +2.5% | +17.1% | -14.7% | -1.5% |
| YTD | +18.0% | +5.5% | +12.5% | +14.7% |
| 1Y | +19.5% | +5.6% | +13.8% | +15.9% |
| 3Y | +130.2% | -26.5% | +156.7% | +134.2% |
| 5Y | +93.8% | +6.5% | +87.4% | +77.6% |
| 10Y | +131.5% | +203.0% | -71.6% | +72.9% |
| All | +203.3% | +1,079.0% | -875.7% | +61.1% |
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 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