+84.5%
VTR vs BHP
+110.7%
-26.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.3% | -3.6% | +3.3% | +0.3% |
| 30D | +1.1% | -1.2% | +2.3% | +1.2% |
| 3M | +7.9% | +1.2% | +6.7% | +7.3% |
| 6M | +6.2% | +21.4% | -15.2% | +0.9% |
| YTD | +17.7% | +50.4% | -32.7% | +6.1% |
| 1Y | +32.9% | +67.5% | -34.6% | +16.3% |
| 3Y | +129.7% | +72.8% | +56.9% | +96.2% |
| All | +84.5% | +110.7% | -26.2% | +49.2% |
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