+154.5%
BHK vs VT
+356.5%
-202.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.7% | +2.4% | -5.1% | -3.2% |
| 30D | +3.5% | -1.5% | +5.0% | +3.8% |
| 3M | -6.0% | -4.1% | -1.9% | -5.2% |
| 6M | -2.5% | +0.6% | -3.1% | -2.7% |
| YTD | -5.1% | +11.0% | -16.2% | -7.3% |
| 1Y | -4.2% | +13.3% | -17.6% | -6.8% |
| 3Y | +12.4% | +73.4% | -61.0% | -0.1% |
| 5Y | -22.4% | +57.4% | -79.8% | -30.1% |
| 10Y | +31.9% | +221.7% | -189.8% | +1.8% |
| All | +154.5% | +356.5% | -202.0% | +69.8% |
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