-69.9%
VFC vs BHP
+498.2%
-568.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.8% | +1.3% |
| 7D | -3.3% | -3.7% | +0.4% | -1.4% |
| 30D | -14.0% | -0.8% | -13.2% | -13.9% |
| 3M | -22.6% | +7.6% | -30.2% | -26.2% |
| 6M | -24.7% | +20.8% | -45.5% | -33.1% |
| YTD | -29.0% | +50.8% | -79.7% | -44.4% |
| 1Y | -13.8% | +70.9% | -84.7% | -37.2% |
| 3Y | -28.2% | +78.0% | -106.3% | -49.1% |
| 5Y | -79.0% | +113.1% | -192.1% | -86.9% |
| All | -69.9% | +498.2% | -568.1% | -86.9% |
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