+1,277.6%
VFC vs BHP
+6,941.2%
-5,663.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.6% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +25.5% | -4.5% | +30.0% | +27.1% |
| 3M | +41.3% | -6.9% | +48.2% | +43.9% |
| 6M | +22.2% | -10.6% | +32.8% | +25.5% |
| YTD | +16.4% | +37.2% | -20.8% | +4.1% |
| 1Y | +38.4% | +48.0% | -9.6% | +20.9% |
| 3Y | +56.2% | +52.6% | +3.7% | +35.5% |
| 5Y | -68.2% | +116.5% | -184.6% | -75.4% |
| 10Y | -48.4% | +334.9% | -383.3% | -67.4% |
| All | +1,277.6% | +6,941.2% | -5,663.6% | +374.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling