+1,474.1%
VTR vs BHP
+3,060.9%
-1,586.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.2% | -1.0% |
| 7D | -2.4% | +1.3% | -3.7% | -2.8% |
| 30D | -3.7% | +4.0% | -7.7% | -5.0% |
| 3M | +13.5% | +12.3% | +1.2% | +8.7% |
| 6M | +7.2% | +30.8% | -23.6% | -3.0% |
| YTD | +17.6% | +58.8% | -41.2% | -0.5% |
| 1Y | +35.4% | +76.8% | -41.5% | +10.1% |
| 3Y | +132.8% | +87.5% | +45.4% | +82.3% |
| 5Y | +88.7% | +123.9% | -35.2% | +35.1% |
| 10Y | +87.6% | +504.4% | -416.7% | -4.4% |
| All | +1,474.1% | +3,060.9% | -1,586.8% | +607.5% |
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