+117.5%
BHRB vs VT
+223.1%
-105.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.9% | +0.4% | +0.4% | +0.8% |
| 30D | -1.6% | +1.0% | -2.6% | -1.9% |
| 3M | +14.6% | +2.4% | +12.2% | +13.8% |
| 6M | +12.7% | +12.0% | +0.7% | +9.4% |
| YTD | +19.0% | +15.3% | +3.7% | +14.7% |
| 1Y | +17.1% | +22.6% | -5.5% | +11.2% |
| 3Y | +59.2% | +74.7% | -15.4% | +43.5% |
| 5Y | +54.3% | +66.1% | -11.9% | +38.5% |
| All | +117.5% | +223.1% | -105.5% | +90.8% |
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 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