+407.5%
VUG vs BAH
+199.5%
+208.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +4.4% | -2.6% | +7.0% | +5.0% |
| 30D | -7.3% | +20.4% | -27.7% | -11.5% |
| 3M | -4.2% | +11.9% | -16.1% | -7.2% |
| 6M | -1.6% | +17.1% | -18.7% | -6.3% |
| YTD | +4.9% | +5.5% | -0.6% | +1.3% |
| 1Y | +3.8% | +5.6% | -1.8% | 0.0% |
| 3Y | +79.4% | -26.5% | +106.0% | +82.9% |
| 5Y | +63.9% | +6.5% | +57.4% | +41.8% |
| All | +407.5% | +199.5% | +208.0% | +222.5% |
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 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