+1,934.0%
VRT vs BHP
+208.8%
+1,725.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.0% |
| 7D | +10.5% | -0.5% | +11.0% | +11.0% |
| 30D | -9.3% | -4.5% | -4.8% | -7.0% |
| 3M | -29.6% | -6.9% | -22.7% | -27.0% |
| 6M | -45.4% | -10.6% | -34.8% | -42.4% |
| YTD | +24.8% | +37.2% | -12.4% | +7.3% |
| 1Y | +23.6% | +48.0% | -24.4% | +2.5% |
| 3Y | +379.7% | +52.6% | +327.1% | +282.7% |
| 5Y | +660.3% | +116.5% | +543.9% | +413.0% |
| All | +1,934.0% | +208.8% | +1,725.2% | +919.0% |
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 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