+85.6%
VTRS vs BAH
-28.1%
+113.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -1.1% |
| 7D | -3.3% | +2.4% | -5.7% | -3.5% |
| 30D | +1.4% | -2.9% | +4.3% | +1.6% |
| 3M | +4.6% | -1.3% | +6.0% | +4.6% |
| 6M | +18.1% | -0.9% | +19.0% | +17.7% |
| YTD | +34.7% | -8.2% | +42.9% | +34.7% |
| 1Y | +65.6% | -24.0% | +89.6% | +69.1% |
| All | +85.6% | -28.1% | +113.7% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling