+2,723.0%
VRT vs BHP
+251.2%
+2,471.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | +9.1% | -2.9% | +12.0% | +10.7% |
| 30D | +0.9% | +3.4% | -2.4% | -1.2% |
| 3M | -13.4% | +4.1% | -17.4% | -15.6% |
| 6M | +11.7% | +20.6% | -8.9% | +1.1% |
| YTD | +73.2% | +56.1% | +17.2% | +39.1% |
| 1Y | +123.4% | +69.6% | +53.8% | +72.4% |
| 3Y | +606.2% | +78.8% | +527.4% | +419.0% |
| 5Y | +899.9% | +113.1% | +786.8% | +567.6% |
| All | +2,723.0% | +251.2% | +2,471.8% | +1,220.9% |
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