-79.0%
VFC vs BHP
+126.1%
-205.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -2.3% | +0.9% | -3.2% | -2.8% |
| 30D | -13.4% | +4.0% | -17.4% | -15.4% |
| 3M | -23.7% | +11.3% | -35.0% | -28.5% |
| 6M | -24.5% | +29.3% | -53.8% | -35.5% |
| YTD | -27.8% | +59.2% | -87.1% | -45.5% |
| 1Y | -13.5% | +80.8% | -94.3% | -39.4% |
| 3Y | -27.1% | +88.0% | -115.1% | -50.6% |
| 5Y | -79.0% | +126.6% | -205.7% | -86.7% |
| All | -79.0% | +126.1% | -205.1% | -86.7% |
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