+324.4%
BH vs VT
+345.0%
-20.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -4.1% | -7.1% | -7.3% |
| 7D | -15.1% | -4.2% | -11.0% | -11.4% |
| 30D | -10.4% | -5.8% | -4.6% | -5.1% |
| 3M | -16.8% | -5.2% | -11.5% | -12.3% |
| 6M | +13.5% | +0.1% | +13.4% | +13.0% |
| YTD | -0.4% | +8.2% | -8.6% | -7.6% |
| 1Y | -10.3% | +10.1% | -20.4% | -18.1% |
| 3Y | +109.6% | +69.7% | +39.9% | +27.4% |
| 5Y | +99.6% | +53.4% | +46.2% | +30.8% |
| 10Y | +18.6% | +219.2% | -200.6% | -60.0% |
| All | +324.4% | +345.0% | -20.6% | +7.7% |
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