+111.8%
BHP vs VCLT
-17.2%
+129.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -3.6% | -1.4% | -2.3% | -2.9% |
| 30D | -1.2% | -1.2% | 0.0% | -0.6% |
| 3M | +1.2% | -4.8% | +6.0% | +3.8% |
| 6M | +21.4% | -2.6% | +24.0% | +23.4% |
| YTD | +50.4% | -3.3% | +53.8% | +53.4% |
| 1Y | +67.5% | -4.8% | +72.3% | +71.9% |
| 3Y | +72.8% | +11.5% | +61.3% | +66.4% |
| All | +111.8% | -17.2% | +129.0% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling