+81.7%
VRT vs BHP
+71.4%
+10.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.3% | -0.3% | -1.5% |
| 7D | -7.7% | -3.7% | -4.0% | -4.9% |
| 30D | -12.0% | -0.8% | -11.1% | -12.0% |
| 3M | -11.7% | +7.6% | -19.3% | -18.6% |
| 6M | -8.1% | +20.8% | -28.9% | -24.4% |
| YTD | +53.2% | +50.8% | +2.5% | +7.2% |
| 1Y | +81.7% | +70.9% | +10.7% | +19.0% |
| All | +81.7% | +71.4% | +10.3% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling