+59.9%
VT vs BHP
+124.0%
-64.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | 0.0% | +0.8% |
| 7D | -0.7% | +2.4% | -3.1% | -1.4% |
| 30D | -1.7% | -5.4% | +3.6% | -0.1% |
| 3M | -2.3% | -6.9% | +4.5% | -0.4% |
| 6M | +1.5% | -4.3% | +5.9% | +2.1% |
| YTD | +12.0% | +41.6% | -29.6% | -1.1% |
| 1Y | +12.9% | +53.3% | -40.4% | -3.0% |
| 3Y | +74.9% | +58.4% | +16.6% | +45.6% |
| 5Y | +59.9% | +121.3% | -61.4% | +19.3% |
| All | +59.9% | +124.0% | -64.1% | +19.3% |
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