+27.1%
BHK vs VT
+226.9%
-199.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.2% | -2.0% | -0.2% | -1.8% |
| 30D | -3.9% | -1.4% | -2.5% | -3.6% |
| 3M | +0.7% | +4.7% | -4.0% | -0.4% |
| 6M | -1.5% | +11.4% | -12.8% | -3.9% |
| YTD | -2.5% | +13.1% | -15.6% | -5.3% |
| 1Y | -2.2% | +19.0% | -21.2% | -6.1% |
| 3Y | +11.5% | +73.9% | -62.4% | -1.8% |
| 5Y | -20.6% | +65.4% | -86.0% | -29.9% |
| All | +27.1% | +226.9% | -199.8% | +2.6% |
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