+56.3%
BBHY vs VT
+221.5%
-165.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -0.3% | +2.4% | -2.7% | -1.0% |
| 30D | +0.6% | -1.5% | +2.2% | +1.1% |
| 3M | -2.2% | -4.1% | +1.9% | -1.0% |
| 6M | -0.7% | +0.6% | -1.3% | -1.1% |
| YTD | +0.5% | +11.0% | -10.5% | -3.1% |
| 1Y | +2.1% | +13.3% | -11.3% | -2.2% |
| 3Y | +24.3% | +73.4% | -49.1% | +3.2% |
| 5Y | +19.1% | +57.4% | -38.3% | +0.8% |
| 10Y | +55.8% | +221.7% | -165.9% | +12.5% |
| All | +56.3% | +221.5% | -165.2% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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