-84.2%
BHR vs VT
+268.7%
-353.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -6.4% | +0.4% | -6.9% | -7.1% |
| 30D | -7.3% | +1.0% | -8.3% | -8.8% |
| 3M | -23.4% | +2.4% | -25.8% | -27.3% |
| 6M | -34.0% | +12.0% | -46.0% | -45.8% |
| YTD | -33.8% | +15.3% | -49.1% | -48.1% |
| 1Y | -33.0% | +22.6% | -55.6% | -52.5% |
| 3Y | -16.6% | +74.7% | -91.2% | -65.6% |
| 5Y | -52.7% | +66.1% | -118.8% | -78.3% |
| 10Y | -80.6% | +225.0% | -305.6% | -95.8% |
| All | -84.2% | +268.7% | -353.0% | -97.0% |
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