+361.0%
VRT vs BHP
+56.5%
+304.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -1.8% |
| 7D | -17.7% | +3.8% | -21.5% | -19.5% |
| 30D | -20.0% | -6.5% | -13.5% | -16.5% |
| 3M | -28.1% | -8.5% | -19.6% | -24.2% |
| 6M | -42.8% | -2.2% | -40.7% | -42.6% |
| YTD | +20.0% | +40.0% | -20.0% | -0.7% |
| 1Y | +3.5% | +51.3% | -47.8% | -17.5% |
| All | +361.0% | +56.5% | +304.5% | +237.0% |
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