+65.5%
VZ vs BAH
+218.8%
-153.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +2.2% | -1.5% | +3.7% | +2.4% |
| 30D | +10.6% | +17.3% | -6.7% | +8.2% |
| 3M | -0.6% | +14.9% | -15.5% | -2.6% |
| 6M | +0.7% | +14.2% | -13.5% | -1.6% |
| YTD | +20.6% | +5.1% | +15.5% | +18.2% |
| 1Y | +22.7% | +2.1% | +20.6% | +20.7% |
| 3Y | +57.2% | -26.0% | +83.2% | +57.7% |
| 5Y | +21.4% | +9.0% | +12.4% | +11.2% |
| 10Y | +65.5% | +208.8% | -143.3% | +27.7% |
| All | +65.5% | +218.8% | -153.3% | +27.7% |
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