-58.4%
BHC vs VT
+214.8%
-273.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | +1.3% |
| 7D | -10.7% | -4.2% | -6.5% | -4.9% |
| 30D | +32.2% | -5.8% | +38.0% | +44.1% |
| 3M | +26.6% | -5.2% | +31.8% | +36.4% |
| 6M | +41.1% | +0.1% | +41.0% | +39.4% |
| YTD | +14.5% | +8.2% | +6.3% | +0.9% |
| 1Y | +17.4% | +10.1% | +7.3% | +0.8% |
| 3Y | +5.2% | +69.7% | -64.5% | -53.4% |
| 5Y | -71.6% | +53.4% | -124.9% | -84.9% |
| All | -58.4% | +214.8% | -273.2% | -91.0% |
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