+565.4%
VTV vs BAH
+886.2%
-320.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.1% |
| 7D | +0.5% | -3.2% | +3.8% | +1.2% |
| 30D | +1.1% | +2.0% | -0.9% | +0.5% |
| 3M | +5.9% | -7.6% | +13.5% | +7.3% |
| 6M | +11.6% | -5.7% | +17.3% | +12.0% |
| YTD | +19.8% | -11.7% | +31.5% | +21.1% |
| 1Y | +26.2% | -27.4% | +53.6% | +33.2% |
| 3Y | +68.5% | -32.5% | +101.0% | +74.5% |
| 5Y | +79.9% | -3.3% | +83.2% | +65.7% |
| 10Y | +229.7% | +186.0% | +43.7% | +129.5% |
| All | +565.4% | +886.2% | -320.8% | +222.0% |
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 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