+167.2%
BFH vs VT
+345.0%
-177.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | +2.8% |
| 7D | -2.9% | -4.2% | +1.2% | +2.1% |
| 30D | +4.9% | -5.8% | +10.7% | +12.7% |
| 3M | -8.5% | -5.2% | -3.3% | -2.4% |
| 6M | +21.1% | +0.1% | +21.0% | +20.6% |
| YTD | +39.6% | +8.2% | +31.4% | +26.3% |
| 1Y | +62.2% | +10.1% | +52.1% | +43.6% |
| 3Y | +268.7% | +69.7% | +199.0% | +98.8% |
| 5Y | +52.7% | +53.4% | -0.7% | -3.0% |
| 10Y | -25.1% | +219.2% | -244.4% | -75.5% |
| All | +167.2% | +345.0% | -177.8% | -30.2% |
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