+18.3%
VMC vs BHP
+72.0%
-53.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +1.4% |
| 7D | -3.7% | -3.7% | 0.0% | -3.0% |
| 30D | -12.8% | -0.8% | -11.9% | -12.7% |
| 3M | -7.9% | +7.6% | -15.5% | -9.7% |
| 6M | -7.5% | +20.8% | -28.3% | -12.0% |
| YTD | -11.6% | +50.8% | -62.4% | -20.3% |
| 1Y | -14.3% | +70.9% | -85.2% | -25.2% |
| All | +18.3% | +72.0% | -53.7% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling