-87.2%
BHR vs VT
+246.0%
-333.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | +1.9% |
| 7D | +16.7% | -4.2% | +20.8% | +24.7% |
| 30D | +1.3% | -5.8% | +7.1% | +10.5% |
| 3M | -24.9% | -5.2% | -19.6% | -19.0% |
| 6M | -37.7% | +0.1% | -37.8% | -39.3% |
| YTD | -46.3% | +8.2% | -54.6% | -53.9% |
| 1Y | -39.3% | +10.1% | -49.4% | -49.4% |
| 3Y | -34.6% | +69.7% | -104.2% | -72.1% |
| 5Y | -65.5% | +53.4% | -118.9% | -82.2% |
| 10Y | -80.9% | +219.2% | -300.1% | -95.6% |
| All | -87.2% | +246.0% | -333.2% | -97.3% |
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