+60.4%
BFH vs VT
+66.2%
-5.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.1% | +0.4% | +4.6% | +4.4% |
| 30D | -1.1% | +1.0% | -2.1% | -2.6% |
| 3M | +21.9% | +2.4% | +19.5% | +16.9% |
| 6M | +48.3% | +12.0% | +36.3% | +22.4% |
| YTD | +50.9% | +15.3% | +35.6% | +18.4% |
| 1Y | +67.4% | +22.6% | +44.8% | +18.2% |
| 3Y | +200.8% | +74.7% | +126.1% | +18.2% |
| All | +60.4% | +66.2% | -5.8% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling