+3,437.2%
VMC vs BHP
+6,941.2%
-3,504.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | +15.5% | -4.5% | +20.0% | +17.1% |
| 3M | +0.6% | -6.9% | +7.5% | +2.6% |
| 6M | +2.1% | -10.6% | +12.6% | +4.9% |
| YTD | -1.6% | +37.2% | -38.8% | -13.1% |
| 1Y | -1.2% | +48.0% | -49.2% | -15.0% |
| 3Y | +35.3% | +52.6% | -17.2% | +12.7% |
| 5Y | +43.6% | +116.5% | -72.9% | +3.2% |
| 10Y | +126.7% | +334.9% | -208.2% | +23.7% |
| All | +3,437.2% | +6,941.2% | -3,504.0% | +1,006.3% |
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