+47.9%
BKHY vs VT
+168.0%
-120.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | -1.0% | -2.0% | +1.0% | -0.3% |
| 30D | -0.7% | -1.4% | +0.7% | -0.3% |
| 3M | +0.4% | +4.7% | -4.4% | -1.2% |
| 6M | +1.6% | +11.4% | -9.7% | -2.0% |
| YTD | +1.9% | +13.1% | -11.2% | -2.3% |
| 1Y | +3.6% | +19.0% | -15.4% | -2.4% |
| 3Y | +26.6% | +73.9% | -47.4% | +4.0% |
| 5Y | +20.4% | +65.4% | -45.0% | -1.1% |
| All | +47.9% | +168.0% | -120.1% | +5.2% |
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