+476.4%
BHP vs EFV
+169.9%
+306.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.6% |
| 7D | -3.6% | -0.8% | -2.8% | -2.6% |
| 30D | -1.2% | +0.6% | -1.8% | -2.0% |
| 3M | +1.2% | +7.5% | -6.3% | -7.7% |
| 6M | +21.4% | +13.0% | +8.4% | +4.6% |
| YTD | +50.4% | +18.3% | +32.1% | +22.5% |
| 1Y | +67.5% | +26.7% | +40.8% | +25.0% |
| 3Y | +72.8% | +89.6% | -16.8% | -22.5% |
| 5Y | +112.6% | +98.2% | +14.4% | -9.1% |
| All | +476.4% | +169.9% | +306.6% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling