-23.5%
BHF vs VT
+183.7%
-207.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.0% | +0.4% | +0.6% | +0.2% |
| 30D | -13.4% | +1.0% | -14.4% | -14.8% |
| 3M | -14.1% | +2.4% | -16.5% | -18.4% |
| 6M | -12.1% | +12.0% | -24.1% | -29.7% |
| YTD | -17.3% | +15.3% | -32.6% | -37.7% |
| 1Y | +21.1% | +22.6% | -1.4% | -19.2% |
| 3Y | +4.8% | +74.7% | -69.9% | -63.2% |
| 5Y | +10.1% | +66.1% | -56.0% | -56.3% |
| All | -23.5% | +183.7% | -207.2% | -86.5% |
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