+960.0%
VUG vs BAH
+886.2%
+73.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -0.1% | -3.2% | +3.1% | +0.7% |
| 30D | -0.3% | +2.0% | -2.3% | -0.9% |
| 3M | -0.7% | -7.6% | +6.9% | +0.7% |
| 6M | +14.6% | -5.7% | +20.3% | +14.9% |
| YTD | +9.0% | -11.7% | +20.7% | +10.3% |
| 1Y | +14.9% | -27.4% | +42.2% | +21.7% |
| 3Y | +86.0% | -32.5% | +118.6% | +93.3% |
| 5Y | +76.7% | -3.3% | +80.0% | +61.7% |
| 10Y | +411.3% | +186.0% | +225.3% | +249.3% |
| All | +960.0% | +886.2% | +73.8% | +408.6% |
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