+2.6%
BHFAL vs VT
+151.9%
-149.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.2% | +0.4% | -0.7% | -0.5% |
| 30D | -1.9% | +1.0% | -2.8% | -2.4% |
| 3M | -3.0% | +2.4% | -5.4% | -4.4% |
| 6M | -8.9% | +12.0% | -20.9% | -14.9% |
| YTD | -2.9% | +15.3% | -18.2% | -10.8% |
| 1Y | -14.2% | +22.6% | -36.8% | -24.0% |
| 3Y | -17.5% | +74.7% | -92.2% | -41.7% |
| 5Y | -21.1% | +66.1% | -87.2% | -42.9% |
| All | +2.6% | +151.9% | -149.3% | -52.4% |
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