+190.8%
BHE vs VT
+223.7%
-32.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +1.7% |
| 7D | -7.8% | +0.4% | -8.2% | -8.1% |
| 30D | -22.3% | -2.6% | -19.7% | -19.5% |
| 3M | -23.0% | -3.2% | -19.7% | -19.4% |
| 6M | -25.7% | +0.9% | -26.6% | -25.4% |
| YTD | +49.1% | +11.3% | +37.8% | +34.3% |
| 1Y | +45.1% | +14.0% | +31.1% | +27.3% |
| 3Y | +177.7% | +75.8% | +101.8% | +56.0% |
| 5Y | +168.6% | +57.8% | +110.7% | +68.4% |
| 10Y | +190.8% | +219.8% | -29.0% | -16.1% |
| All | +190.8% | +223.7% | -32.8% | -16.1% |
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