+28.4%
BOH vs VT
+223.7%
-195.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -1.2% |
| 7D | -0.8% | +0.4% | -1.1% | -1.3% |
| 30D | +5.7% | -2.6% | +8.3% | +8.4% |
| 3M | -10.1% | -3.2% | -6.8% | -7.3% |
| 6M | -10.6% | +0.9% | -11.5% | -12.3% |
| YTD | +6.2% | +11.3% | -5.1% | -6.3% |
| 1Y | +11.7% | +14.0% | -2.3% | -4.0% |
| 3Y | +53.9% | +75.8% | -22.0% | -16.8% |
| 5Y | +0.9% | +57.8% | -57.0% | -38.6% |
| 10Y | +28.4% | +219.8% | -191.4% | -61.7% |
| All | +28.4% | +223.7% | -195.2% | -61.7% |
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