+24.9%
BH vs VT
+223.7%
-198.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.9% | +2.6% | +13.3% | +13.2% |
| 7D | -3.8% | +0.4% | -4.1% | -3.6% |
| 30D | +2.7% | -2.6% | +5.3% | +5.9% |
| 3M | -3.4% | -3.2% | -0.1% | +0.2% |
| 6M | +21.8% | +0.9% | +20.8% | +20.5% |
| YTD | +12.4% | +11.3% | +1.1% | +1.0% |
| 1Y | +3.8% | +14.0% | -10.2% | -8.9% |
| 3Y | +161.3% | +75.8% | +85.5% | +48.5% |
| 5Y | +138.8% | +57.8% | +81.0% | +49.8% |
| 10Y | +24.9% | +219.8% | -194.9% | -56.5% |
| All | +24.9% | +223.7% | -198.8% | -56.5% |
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 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