-87.3%
BCHT vs VT
+214.8%
-302.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -3.9% |
| 7D | -14.9% | -4.2% | -10.7% | -12.5% |
| 30D | -30.9% | -5.8% | -25.1% | -28.2% |
| 3M | -25.4% | -5.2% | -20.1% | -22.9% |
| 6M | -36.8% | +0.1% | -36.9% | -36.7% |
| YTD | -72.5% | +8.2% | -80.8% | -73.7% |
| 1Y | -71.8% | +10.1% | -81.9% | -73.2% |
| 3Y | -51.0% | +69.7% | -120.6% | -63.7% |
| 5Y | -76.3% | +53.4% | -129.7% | -81.6% |
| All | -87.3% | +214.8% | -302.1% | -90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling