-92.2%
BCHT vs VT
+372.6%
-464.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | -13.8% | +1.0% | -14.7% | -14.3% |
| 3M | -44.1% | +2.4% | -46.5% | -44.8% |
| 6M | -47.8% | +12.0% | -59.8% | -51.0% |
| YTD | -68.3% | +15.3% | -83.6% | -70.7% |
| 1Y | -67.4% | +22.6% | -90.0% | -70.8% |
| 3Y | -4.8% | +74.7% | -79.5% | -30.2% |
| 5Y | -68.3% | +66.1% | -134.4% | -76.2% |
| 10Y | -81.1% | +225.0% | -306.1% | -89.8% |
| All | -92.2% | +372.6% | -464.8% | -96.6% |
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