+885.7%
VUG vs BAH
+1,056.2%
-170.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.4% | +1.9% |
| 7D | -3.4% | -3.5% | +0.2% | -2.6% |
| 30D | -11.1% | +24.3% | -35.3% | -15.8% |
| 3M | -7.2% | +16.3% | -23.6% | -11.0% |
| 6M | -4.1% | +13.6% | -17.7% | -8.1% |
| YTD | +1.4% | +3.5% | -2.1% | -1.7% |
| 1Y | +1.9% | +2.7% | -0.8% | -1.2% |
| 3Y | +77.7% | -26.6% | +104.3% | +81.4% |
| 5Y | +57.6% | +8.5% | +49.1% | +40.4% |
| 10Y | +398.6% | +225.1% | +173.5% | +229.2% |
| All | +885.7% | +1,056.2% | -170.5% | +353.4% |
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