-12.3%
BHFAM vs VT
+74.1%
-86.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -1.0% |
| 7D | +0.3% | +0.4% | 0.0% | +0.1% |
| 30D | -4.9% | -2.6% | -2.4% | -3.7% |
| 3M | -5.2% | -3.2% | -1.9% | -3.7% |
| 6M | -15.7% | +0.9% | -16.7% | -16.3% |
| YTD | -9.5% | +11.3% | -20.8% | -14.6% |
| 1Y | -16.6% | +14.0% | -30.6% | -22.3% |
| 3Y | -12.3% | +75.8% | -88.1% | -41.5% |
| All | -12.3% | +74.1% | -86.4% | -41.5% |
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 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