+349.1%
BHP vs VT
+223.7%
+125.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +0.5% |
| 7D | +3.5% | +0.4% | +3.1% | +2.9% |
| 30D | -4.5% | -2.6% | -1.9% | -1.4% |
| 3M | -6.4% | -3.2% | -3.1% | -2.5% |
| 6M | -0.1% | +0.9% | -1.0% | -0.7% |
| YTD | +43.0% | +11.3% | +31.7% | +27.1% |
| 1Y | +56.5% | +14.0% | +42.5% | +35.1% |
| 3Y | +62.0% | +75.8% | -13.8% | -17.4% |
| 5Y | +130.4% | +57.8% | +72.5% | +34.3% |
| 10Y | +349.1% | +219.8% | +129.3% | +5.2% |
| All | +349.1% | +223.7% | +125.4% | +5.2% |
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