+36.7%
VTR vs BHP
+69.4%
-32.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -1.7% | -2.9% | +1.2% | -1.8% |
| 30D | -2.4% | +3.4% | -5.8% | -2.2% |
| 3M | +14.8% | +4.1% | +10.7% | +15.5% |
| 6M | +5.3% | +20.6% | -15.2% | +5.6% |
| YTD | +18.1% | +56.1% | -38.0% | +21.6% |
| 1Y | +36.7% | +69.6% | -32.9% | +41.9% |
| All | +36.7% | +69.4% | -32.7% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling