+73.3%
VZ vs BAH
+199.5%
-126.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.9% | -2.6% | +3.5% | +1.3% |
| 30D | +6.9% | +20.4% | -13.4% | +4.2% |
| 3M | +0.6% | +11.9% | -11.2% | -1.1% |
| 6M | +0.3% | +17.1% | -16.8% | -2.3% |
| YTD | +21.9% | +5.5% | +16.4% | +19.4% |
| 1Y | +21.7% | +5.6% | +16.1% | +19.0% |
| 3Y | +58.5% | -26.5% | +85.0% | +59.3% |
| 5Y | +22.4% | +6.5% | +16.0% | +12.7% |
| All | +73.3% | +199.5% | -126.2% | +34.1% |
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