+177.3%
BHP vs VT
+345.0%
-167.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.1% | +3.7% |
| 7D | -4.0% | -4.2% | +0.2% | +1.7% |
| 30D | -9.7% | -5.8% | -3.9% | -2.0% |
| 3M | -10.2% | -5.2% | -4.9% | -3.3% |
| 6M | +1.3% | +0.1% | +1.2% | +1.8% |
| YTD | +35.6% | +8.2% | +27.4% | +23.0% |
| 1Y | +47.5% | +10.1% | +37.4% | +30.6% |
| 3Y | +48.9% | +69.7% | -20.7% | -27.8% |
| 5Y | +118.4% | +53.4% | +65.0% | +20.6% |
| 10Y | +374.5% | +219.2% | +155.3% | -7.3% |
| All | +177.3% | +345.0% | -167.7% | -65.0% |
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