-77.7%
BHC vs VT
+224.5%
-302.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -2.9% |
| 7D | +3.8% | +0.4% | +3.4% | +3.1% |
| 30D | +4.3% | +1.0% | +3.3% | +2.7% |
| 3M | +24.7% | +2.4% | +22.3% | +19.8% |
| 6M | +16.5% | +12.0% | +4.5% | -2.0% |
| YTD | -5.6% | +15.3% | -20.9% | -24.0% |
| 1Y | -9.0% | +22.6% | -31.6% | -33.2% |
| 3Y | -22.5% | +74.7% | -97.1% | -66.9% |
| 5Y | -77.6% | +66.1% | -143.8% | -89.4% |
| All | -77.7% | +224.5% | -302.2% | -95.7% |
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 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