-48.6%
VFC vs BHP
+333.8%
-382.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.9% |
| 7D | +1.6% | -0.5% | +2.1% | +1.9% |
| 30D | +25.5% | -4.5% | +30.0% | +28.2% |
| 3M | +41.3% | -6.9% | +48.2% | +45.6% |
| 6M | +22.2% | -10.6% | +32.8% | +27.4% |
| YTD | +16.4% | +37.2% | -20.8% | -5.1% |
| 1Y | +38.4% | +48.0% | -9.6% | +8.3% |
| 3Y | +56.2% | +52.6% | +3.7% | +19.0% |
| 5Y | -68.2% | +116.5% | -184.6% | -80.5% |
| All | -48.6% | +333.8% | -382.4% | -77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling