+420.5%
BHE vs VT
+374.2%
+46.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.9% | +0.4% | +1.4% | +1.4% |
| 30D | -13.6% | +1.0% | -14.6% | -14.5% |
| 3M | -17.8% | +2.4% | -20.2% | -19.3% |
| 6M | +27.3% | +12.0% | +15.3% | +14.1% |
| YTD | +70.7% | +15.3% | +55.4% | +48.4% |
| 1Y | +82.9% | +22.6% | +60.3% | +49.4% |
| 3Y | +193.7% | +74.7% | +119.0% | +69.3% |
| 5Y | +195.6% | +66.1% | +129.5% | +77.6% |
| 10Y | +260.1% | +225.0% | +35.1% | +9.6% |
| All | +420.5% | +374.2% | +46.3% | +30.1% |
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 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