+65.5%
VZ vs BAH
+220.7%
-155.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.3% |
| 7D | +2.1% | -3.5% | +5.7% | +2.6% |
| 30D | +1.4% | +24.3% | -22.9% | -1.7% |
| 3M | -1.3% | +16.3% | -17.6% | -3.4% |
| 6M | -0.5% | +13.6% | -14.1% | -2.7% |
| YTD | +19.6% | +3.5% | +16.2% | +17.5% |
| 1Y | +22.4% | +2.7% | +19.7% | +20.2% |
| 3Y | +55.9% | -26.6% | +82.5% | +56.4% |
| 5Y | +20.4% | +8.5% | +11.9% | +10.3% |
| All | +65.5% | +220.7% | -155.2% | +26.2% |
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