-36.6%
BHF vs VT
+172.5%
-209.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.7% |
| 7D | +4.2% | -0.1% | +4.4% | +4.2% |
| 30D | -8.5% | -3.1% | -5.5% | -4.0% |
| 3M | -26.1% | -3.5% | -22.6% | -21.9% |
| 6M | -27.7% | +0.5% | -28.1% | -29.7% |
| YTD | -31.5% | +10.8% | -42.3% | -45.0% |
| 1Y | -32.6% | +11.9% | -44.5% | -47.1% |
| 3Y | -5.5% | +73.0% | -78.4% | -66.8% |
| 5Y | -16.5% | +58.6% | -75.2% | -64.3% |
| All | -36.6% | +172.5% | -209.1% | -88.1% |
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