+219.1%
BHP vs VT
+374.2%
-155.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.9% | +0.4% | -3.3% | -3.5% |
| 30D | +3.4% | +1.0% | +2.4% | +2.0% |
| 3M | +4.1% | +2.4% | +1.7% | +1.1% |
| 6M | +20.6% | +12.0% | +8.6% | +4.2% |
| YTD | +56.1% | +15.3% | +40.7% | +29.7% |
| 1Y | +69.6% | +22.6% | +47.0% | +29.7% |
| 3Y | +78.8% | +74.7% | +4.1% | -16.6% |
| 5Y | +113.1% | +66.1% | +46.9% | +5.4% |
| 10Y | +505.9% | +225.0% | +280.9% | +16.2% |
| All | +219.1% | +374.2% | -155.1% | -63.1% |
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