+18.3%
BZH vs VT
+361.8%
-343.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.2% |
| 7D | +0.1% | -1.5% | +1.6% | +2.8% |
| 30D | +0.5% | -0.9% | +1.4% | +1.9% |
| 3M | +1.7% | +1.8% | 0.0% | -2.1% |
| 6M | +51.3% | +4.8% | +46.5% | +40.7% |
| YTD | +65.2% | +12.3% | +52.8% | +36.4% |
| 1Y | +45.9% | +15.7% | +30.3% | +14.4% |
| 3Y | +48.3% | +80.9% | -32.6% | -46.7% |
| 5Y | +87.7% | +63.2% | +24.4% | -15.3% |
| 10Y | +193.2% | +221.2% | -28.0% | -58.8% |
| All | +18.3% | +361.8% | -343.5% | -85.7% |
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 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