+145.7%
VMC vs BHP
+496.8%
-351.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.8% | -3.6% | -0.1% | -2.6% |
| 30D | -9.7% | -1.2% | -8.5% | -9.5% |
| 3M | -9.6% | +1.2% | -10.8% | -10.5% |
| 6M | -4.8% | +21.4% | -26.2% | -12.1% |
| YTD | -10.9% | +50.4% | -61.3% | -24.2% |
| 1Y | -15.6% | +67.5% | -83.1% | -31.2% |
| 3Y | +19.3% | +72.8% | -53.5% | -6.2% |
| 5Y | +48.0% | +112.6% | -64.6% | +2.5% |
| All | +145.7% | +496.8% | -351.1% | +12.5% |
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