+200.8%
VTR vs BAH
+1,076.0%
-875.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | +0.2% | +1.7% | -1.5% | -0.1% |
| 30D | +5.5% | +20.8% | -15.3% | +1.6% |
| 3M | -0.9% | +11.6% | -12.5% | -3.3% |
| 6M | -0.4% | +23.1% | -23.5% | -5.1% |
| YTD | +17.0% | +5.3% | +11.8% | +13.9% |
| 1Y | +18.0% | +6.1% | +11.8% | +14.3% |
| 3Y | +127.4% | -27.5% | +154.9% | +132.1% |
| 5Y | +92.3% | +6.2% | +86.1% | +76.2% |
| 10Y | +129.6% | +202.2% | -72.7% | +71.5% |
| All | +200.8% | +1,076.0% | -875.2% | +59.9% |
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