+113.1%
BHP vs EFV
+94.1%
+19.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -4.9% |
| 7D | -3.7% | -2.0% | -1.7% | -1.2% |
| 30D | -0.8% | -0.2% | -0.7% | -0.6% |
| 3M | +7.6% | +9.1% | -1.5% | -3.6% |
| 6M | +20.8% | +11.7% | +9.1% | +5.7% |
| YTD | +50.8% | +17.0% | +33.7% | +24.7% |
| 1Y | +70.9% | +26.7% | +44.2% | +28.2% |
| 3Y | +78.0% | +90.2% | -12.1% | -19.0% |
| 5Y | +113.1% | +96.1% | +17.0% | -6.6% |
| All | +113.1% | +94.1% | +19.0% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling