+53.4%
VT vs BHP
+120.8%
-67.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.3% |
| 7D | -2.3% | +0.9% | -3.2% | -2.6% |
| 30D | -5.0% | -6.3% | +1.3% | -3.1% |
| 3M | -4.9% | -7.1% | +2.3% | -3.0% |
| 6M | -1.5% | -3.2% | +1.7% | -1.4% |
| YTD | +8.5% | +37.9% | -29.4% | -3.4% |
| 1Y | +11.4% | +49.7% | -38.3% | -3.5% |
| 3Y | +70.1% | +51.7% | +18.4% | +43.6% |
| All | +53.4% | +120.8% | -67.3% | +16.2% |
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