+391.7%
BH vs VT
+374.2%
+17.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | +0.4% | +1.4% | +1.3% |
| 30D | -3.6% | +1.0% | -4.6% | -4.5% |
| 3M | +29.6% | +2.4% | +27.2% | +26.3% |
| 6M | +10.9% | +12.0% | -1.1% | -0.7% |
| YTD | +15.4% | +15.3% | +0.1% | +0.7% |
| 1Y | +23.4% | +22.6% | +0.8% | +1.7% |
| 3Y | +106.1% | +74.7% | +31.4% | +21.7% |
| 5Y | +125.3% | +66.1% | +59.1% | +36.6% |
| 10Y | +28.0% | +225.0% | -197.0% | -57.7% |
| All | +391.7% | +374.2% | +17.5% | +17.3% |
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