+171.4%
BZH vs VT
+221.4%
-50.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | +0.2% | +1.0% | -0.9% | -1.5% |
| 30D | +0.2% | -0.2% | +0.4% | +0.5% |
| 3M | +27.9% | +4.5% | +23.4% | +18.3% |
| 6M | +49.7% | +14.1% | +35.7% | +20.9% |
| YTD | +64.0% | +14.8% | +49.3% | +31.2% |
| 1Y | +27.8% | +21.2% | +6.6% | -6.4% |
| 3Y | +18.2% | +76.6% | -58.4% | -52.0% |
| 5Y | +82.0% | +66.6% | +15.4% | -15.4% |
| 10Y | +171.4% | +222.3% | -50.8% | -48.8% |
| All | +171.4% | +221.4% | -50.0% | -48.8% |
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