+175.6%
BOH vs VT
+345.0%
-169.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +2.2% |
| 7D | -0.9% | -4.2% | +3.2% | +3.1% |
| 30D | +3.9% | -5.8% | +9.7% | +9.9% |
| 3M | -11.4% | -5.2% | -6.1% | -7.0% |
| 6M | -10.8% | +0.1% | -11.0% | -11.7% |
| YTD | +5.1% | +8.2% | -3.1% | -3.7% |
| 1Y | +10.8% | +10.1% | +0.7% | -0.3% |
| 3Y | +43.3% | +69.7% | -26.4% | -15.2% |
| 5Y | -0.5% | +53.4% | -53.9% | -34.9% |
| 10Y | +36.2% | +219.2% | -183.0% | -54.9% |
| All | +175.6% | +345.0% | -169.4% | -22.8% |
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 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