+34.8%
BFH vs VT
+57.5%
-22.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.2% |
| 7D | -9.0% | -0.1% | -8.9% | -9.3% |
| 30D | -3.9% | -3.1% | -0.8% | +0.6% |
| 3M | -10.6% | -3.5% | -7.1% | -5.8% |
| 6M | +11.2% | +0.5% | +10.8% | +9.3% |
| YTD | +31.6% | +10.8% | +20.9% | +9.6% |
| 1Y | +52.8% | +11.9% | +40.9% | +25.1% |
| 3Y | +265.3% | +73.0% | +192.3% | +44.2% |
| 5Y | +34.8% | +58.6% | -23.8% | -37.5% |
| All | +34.8% | +57.5% | -22.7% | -37.5% |
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