-37.2%
BHF vs VT
+173.8%
-211.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | -1.1% |
| 7D | +1.0% | +0.4% | +0.6% | +0.1% |
| 30D | -9.4% | -2.6% | -6.8% | -5.6% |
| 3M | -27.6% | -3.2% | -24.4% | -23.9% |
| 6M | -28.3% | +0.9% | -29.3% | -30.9% |
| YTD | -32.1% | +11.3% | -43.4% | -45.9% |
| 1Y | -33.4% | +14.0% | -47.4% | -49.4% |
| 3Y | -4.5% | +75.8% | -80.3% | -67.4% |
| 5Y | -15.6% | +57.8% | -73.4% | -63.5% |
| All | -37.2% | +173.8% | -211.0% | -88.3% |
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