+234.7%
BHP vs VCLT
+103.3%
+131.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | +4.0% | -0.6% | +4.5% | +4.1% |
| 3M | +12.3% | -2.2% | +14.5% | +12.7% |
| 6M | +30.8% | -2.9% | +33.7% | +31.5% |
| YTD | +58.8% | -2.1% | +60.8% | +59.4% |
| 1Y | +76.8% | -2.6% | +79.4% | +77.7% |
| 3Y | +87.5% | +12.5% | +75.0% | +85.6% |
| 5Y | +123.9% | -15.3% | +139.2% | +119.3% |
| 10Y | +504.4% | +16.6% | +487.7% | +530.3% |
| All | +234.7% | +103.3% | +131.4% | +445.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling