+348.0%
VT vs BHP
+172.0%
+176.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.1% | -3.3% |
| 7D | -4.2% | -4.0% | -0.2% | -2.6% |
| 30D | -5.8% | -9.7% | +3.9% | -1.9% |
| 3M | -5.2% | -10.2% | +4.9% | -1.4% |
| 6M | +0.1% | +1.3% | -1.2% | -1.7% |
| YTD | +8.2% | +35.6% | -27.4% | -6.7% |
| 1Y | +10.1% | +47.5% | -37.4% | -8.4% |
| 3Y | +69.7% | +48.9% | +20.7% | +37.2% |
| 5Y | +53.4% | +118.4% | -65.0% | +0.9% |
| 10Y | +219.2% | +374.5% | -155.3% | +38.0% |
| All | +348.0% | +172.0% | +176.1% | +76.6% |
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