+336.5%
BHP vs VT
+217.6%
+118.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.5% |
| 7D | +3.8% | -0.1% | +4.0% | +3.9% |
| 30D | -6.5% | -3.1% | -3.4% | -2.9% |
| 3M | -8.5% | -3.5% | -5.0% | -4.4% |
| 6M | -2.2% | +0.5% | -2.6% | -2.2% |
| YTD | +40.0% | +10.8% | +29.2% | +25.1% |
| 1Y | +51.3% | +11.9% | +39.4% | +33.6% |
| 3Y | +56.5% | +73.0% | -16.4% | -18.6% |
| 5Y | +130.2% | +58.6% | +71.6% | +33.3% |
| 10Y | +336.5% | +219.2% | +117.3% | +1.9% |
| All | +336.5% | +217.6% | +118.9% | +1.9% |
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