-87.0%
BHR vs VT
+246.8%
-333.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +0.9% |
| 7D | +20.0% | -2.3% | +22.3% | +24.5% |
| 30D | +6.1% | -5.0% | +11.1% | +14.1% |
| 3M | -26.4% | -4.9% | -21.5% | -21.1% |
| 6M | -39.1% | -1.5% | -37.5% | -39.1% |
| YTD | -45.6% | +8.5% | -54.1% | -53.5% |
| 1Y | -39.2% | +11.4% | -50.6% | -50.2% |
| 3Y | -31.0% | +70.1% | -101.1% | -70.7% |
| 5Y | -65.1% | +53.7% | -118.8% | -82.1% |
| 10Y | -80.6% | +220.0% | -300.6% | -95.6% |
| All | -87.0% | +246.8% | -333.9% | -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