+67.8%
VTV vs BAH
-31.4%
+99.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.7% | -1.3% | +0.7% | -0.6% |
| 30D | -0.5% | -6.6% | +6.1% | 0.0% |
| 3M | +5.3% | -7.2% | +12.5% | +5.8% |
| 6M | +12.9% | -10.0% | +22.9% | +13.5% |
| YTD | +18.5% | -12.5% | +30.9% | +19.0% |
| 1Y | +25.3% | -27.9% | +53.2% | +27.9% |
| All | +67.8% | -31.4% | +99.2% | +68.0% |
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