-44.9%
BHFAM vs VT
+54.3%
-99.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +1.1% |
| 7D | +0.5% | -4.2% | +4.7% | +3.1% |
| 30D | -6.3% | -5.8% | -0.5% | -2.9% |
| 3M | -4.6% | -5.2% | +0.7% | -1.6% |
| 6M | -15.0% | +0.1% | -15.1% | -15.3% |
| YTD | -9.2% | +8.2% | -17.4% | -13.9% |
| 1Y | -9.3% | +10.1% | -19.4% | -15.0% |
| 3Y | -16.1% | +69.7% | -85.8% | -41.5% |
| All | -44.9% | +54.3% | -99.2% | -61.1% |
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