-45.0%
BHFAM vs VT
+58.8%
-103.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | -0.2% | +2.9% | -3.1% | -1.9% |
| 30D | -3.9% | -2.5% | -1.3% | -2.4% |
| 3M | -2.2% | -3.3% | +1.1% | -0.4% |
| 6M | -15.6% | +1.5% | -17.1% | -16.6% |
| YTD | -9.4% | +11.4% | -20.8% | -15.6% |
| 1Y | -13.0% | +11.9% | -24.9% | -19.2% |
| 3Y | -12.3% | +73.9% | -86.1% | -39.7% |
| 5Y | -45.5% | +57.9% | -103.4% | -62.1% |
| All | -45.0% | +58.8% | -103.8% | -61.8% |
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