+221.3%
VZ vs BAH
+1,110.0%
-888.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +5.6% | +6.0% | -0.4% | +4.8% |
| 30D | +1.9% | +31.1% | -29.2% | -1.9% |
| 3M | +0.8% | +25.2% | -24.4% | -2.4% |
| 6M | +0.6% | +18.9% | -18.3% | -2.2% |
| YTD | +20.8% | +8.3% | +12.5% | +18.0% |
| 1Y | +23.9% | +6.2% | +17.7% | +21.3% |
| 3Y | +55.7% | -22.8% | +78.5% | +56.0% |
| 5Y | +21.5% | +13.6% | +8.0% | +13.1% |
| 10Y | +68.5% | +240.2% | -171.8% | +31.9% |
| All | +221.3% | +1,110.0% | -888.7% | +101.4% |
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