+631.1%
VRT vs BHP
+121.5%
+509.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -1.9% |
| 7D | -17.7% | +3.8% | -21.5% | -19.4% |
| 30D | -20.0% | -6.5% | -13.5% | -16.7% |
| 3M | -28.1% | -8.5% | -19.6% | -24.4% |
| 6M | -42.8% | -2.2% | -40.7% | -42.5% |
| YTD | +20.0% | +40.0% | -20.0% | -0.7% |
| 1Y | +3.5% | +51.3% | -47.8% | -17.8% |
| 3Y | +366.1% | +56.5% | +309.6% | +249.9% |
| All | +631.1% | +121.5% | +509.6% | +378.8% |
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