-16.1%
BHFAL vs VT
+75.0%
-91.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.2% | +0.4% | -0.7% | -0.4% |
| 30D | -1.9% | +1.0% | -2.8% | -2.2% |
| 3M | -3.0% | +2.4% | -5.4% | -3.9% |
| 6M | -8.9% | +12.0% | -20.9% | -12.7% |
| YTD | -2.9% | +15.3% | -18.2% | -8.0% |
| 1Y | -14.2% | +22.6% | -36.8% | -20.7% |
| All | -16.1% | +75.0% | -91.1% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling