+67.5%
BHP vs EFV
+27.7%
+39.9%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.9% |
| 7D | -3.6% | -0.8% | -2.8% | -2.4% |
| 30D | -1.2% | +0.6% | -1.8% | -2.3% |
| 3M | +1.2% | +7.5% | -6.3% | -9.8% |
| 6M | +21.4% | +13.0% | +8.4% | +1.1% |
| YTD | +50.4% | +18.3% | +32.1% | +18.4% |
| 1Y | +67.5% | +26.7% | +40.8% | +19.9% |
| All | +67.5% | +27.7% | +39.9% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling