-30.6%
BFH vs VT
+223.7%
-254.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -7.5% |
| 7D | -8.0% | +0.4% | -8.3% | -9.1% |
| 30D | -2.0% | -2.6% | +0.6% | +2.0% |
| 3M | -8.8% | -3.2% | -5.5% | -4.1% |
| 6M | +13.4% | +0.9% | +12.5% | +10.5% |
| YTD | +34.2% | +11.3% | +22.9% | +10.3% |
| 1Y | +56.3% | +14.0% | +42.3% | +23.3% |
| 3Y | +278.7% | +75.8% | +202.9% | +45.0% |
| 5Y | +42.1% | +57.8% | -15.7% | -31.6% |
| 10Y | -30.6% | +219.8% | -250.4% | -88.0% |
| All | -30.6% | +223.7% | -254.3% | -88.0% |
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