+303.8%
BHRB vs VT
+346.0%
-42.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.9% | -2.3% | +1.5% | -0.7% |
| 30D | +1.9% | -5.0% | +6.9% | +2.2% |
| 3M | -4.5% | -4.9% | +0.3% | -4.3% |
| 6M | +12.1% | -1.5% | +13.7% | +12.2% |
| YTD | +14.9% | +8.5% | +6.4% | +14.4% |
| 1Y | +19.6% | +11.4% | +8.2% | +18.8% |
| 3Y | +75.0% | +70.1% | +4.9% | +72.8% |
| 5Y | +46.4% | +53.7% | -7.3% | +43.9% |
| 10Y | +108.0% | +220.0% | -111.9% | +112.6% |
| All | +303.8% | +346.0% | -42.2% | +348.1% |
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