+3,227.9%
VMC vs BHP
+7,909.4%
-4,681.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | -4.3% | -2.9% | -1.4% | -3.4% |
| 30D | -8.2% | +3.4% | -11.6% | -9.3% |
| 3M | -7.0% | +4.1% | -11.1% | -8.8% |
| 6M | -10.8% | +20.6% | -31.3% | -17.0% |
| YTD | -7.4% | +56.1% | -63.4% | -21.4% |
| 1Y | -9.5% | +69.6% | -79.1% | -25.5% |
| 3Y | +20.5% | +78.8% | -58.3% | -4.6% |
| 5Y | +51.6% | +113.1% | -61.5% | +9.7% |
| 10Y | +150.0% | +505.9% | -355.8% | +22.5% |
| All | +3,227.9% | +7,909.4% | -4,681.5% | +900.4% |
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