+38.4%
VFC vs BHP
+46.1%
-7.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.7% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +25.5% | -4.5% | +30.0% | +27.5% |
| 3M | +41.3% | -6.9% | +48.2% | +44.3% |
| 6M | +22.2% | -10.6% | +32.8% | +26.6% |
| YTD | +16.4% | +37.2% | -20.8% | -9.6% |
| 1Y | +38.4% | +48.0% | -9.6% | -1.2% |
| All | +38.4% | +46.1% | -7.7% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling