+789.7%
VFC vs BHP
+7,909.4%
-7,119.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -1.6% | -2.9% | +1.3% | -0.7% |
| 30D | -11.6% | +3.4% | -15.0% | -12.7% |
| 3M | -18.1% | +4.1% | -22.2% | -19.5% |
| 6M | -27.4% | +20.6% | -47.9% | -32.0% |
| YTD | -24.8% | +56.1% | -80.9% | -35.3% |
| 1Y | -8.2% | +69.6% | -77.8% | -23.1% |
| 3Y | -29.1% | +78.8% | -107.9% | -41.4% |
| 5Y | -79.2% | +113.1% | -192.2% | -83.9% |
| 10Y | -68.1% | +505.9% | -574.0% | -81.6% |
| All | +789.7% | +7,909.4% | -7,119.7% | +195.1% |
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 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