+71.6%
VZ vs BAH
+211.3%
-139.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +0.9% | -1.6% | +2.5% | +1.1% |
| 30D | +8.9% | +18.0% | -9.1% | +6.4% |
| 3M | +0.1% | +11.4% | -11.3% | -1.5% |
| 6M | +1.9% | +17.7% | -15.8% | -0.8% |
| YTD | +22.0% | +5.4% | +16.7% | +19.6% |
| 1Y | +22.1% | +2.8% | +19.4% | +19.9% |
| 3Y | +58.7% | -26.7% | +85.3% | +59.5% |
| 5Y | +22.3% | +8.1% | +14.3% | +12.2% |
| 10Y | +71.6% | +202.5% | -130.9% | +33.5% |
| All | +71.6% | +211.3% | -139.7% | +33.5% |
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