-41.0%
BHFAM vs VT
+64.5%
-105.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | 0.0% | +0.4% | -0.5% | -0.3% |
| 30D | +2.3% | +1.0% | +1.3% | +1.6% |
| 3M | -4.4% | +2.4% | -6.8% | -5.9% |
| 6M | -11.3% | +12.0% | -23.3% | -17.4% |
| YTD | -2.7% | +15.3% | -18.0% | -11.1% |
| 1Y | -17.3% | +22.6% | -39.8% | -27.3% |
| 3Y | -13.9% | +74.7% | -88.6% | -40.8% |
| All | -41.0% | +64.5% | -105.4% | -59.8% |
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 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