+396.3%
VUG vs BAH
+218.8%
+177.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.4% |
| 7D | +0.5% | -1.5% | +2.0% | +0.8% |
| 30D | -8.2% | +17.3% | -25.4% | -11.7% |
| 3M | -5.4% | +14.9% | -20.3% | -8.9% |
| 6M | -2.5% | +14.2% | -16.8% | -6.6% |
| YTD | +4.2% | +5.1% | -0.9% | +0.7% |
| 1Y | +5.0% | +2.1% | +2.9% | +2.1% |
| 3Y | +81.7% | -26.0% | +107.7% | +84.7% |
| 5Y | +62.5% | +9.0% | +53.6% | +39.3% |
| 10Y | +396.3% | +208.8% | +187.5% | +217.1% |
| All | +396.3% | +218.8% | +177.5% | +217.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling