+1,024.4%
VRT vs BHP
+121.9%
+902.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +1.9% | +2.7% |
| 7D | +13.6% | +1.3% | +12.4% | +12.8% |
| 30D | +6.8% | +4.0% | +2.8% | +4.0% |
| 3M | -3.2% | +12.3% | -15.5% | -10.3% |
| 6M | +20.3% | +30.8% | -10.5% | +2.5% |
| YTD | +79.6% | +58.8% | +20.8% | +38.7% |
| 1Y | +139.0% | +76.8% | +62.2% | +74.5% |
| 3Y | +644.6% | +87.5% | +557.1% | +409.1% |
| 5Y | +1,024.4% | +123.9% | +900.5% | +606.7% |
| All | +1,024.4% | +121.9% | +902.5% | +606.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling