+3.8%
VCIT vs BHP
+119.3%
-115.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.6% |
| 7D | -1.4% | +2.5% | -3.8% | -1.5% |
| 30D | +0.8% | -5.2% | +6.0% | +1.0% |
| 3M | -1.7% | -8.7% | +7.0% | -1.4% |
| 6M | -2.1% | -6.9% | +4.8% | -1.9% |
| YTD | -2.0% | +39.0% | -41.0% | -3.8% |
| 1Y | -1.5% | +48.9% | -50.4% | -3.5% |
| 3Y | +19.0% | +55.4% | -36.4% | +15.9% |
| 5Y | +3.8% | +119.2% | -115.5% | +2.2% |
| All | +3.8% | +119.3% | -115.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 5y: compounded portfolio wealth divided by compounded BHP 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…
5y analysis · Full analysis span regression · 6 months rolling