+377.4%
VT vs BHP
+212.9%
+164.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.4% | -2.9% | +3.3% | +1.7% |
| 30D | +1.0% | +3.4% | -2.4% | -0.6% |
| 3M | +2.4% | +4.1% | -1.7% | 0.0% |
| 6M | +12.0% | +20.6% | -8.6% | +2.4% |
| YTD | +15.3% | +56.1% | -40.7% | -5.9% |
| 1Y | +22.6% | +69.6% | -47.0% | -3.8% |
| 3Y | +74.7% | +78.8% | -4.1% | +31.0% |
| 5Y | +66.1% | +113.1% | -46.9% | +10.8% |
| 10Y | +225.0% | +505.9% | -280.9% | +26.5% |
| All | +377.4% | +212.9% | +164.5% | +78.0% |
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