+813.7%
BHP vs EFV
+256.4%
+557.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.6% |
| 7D | +1.3% | +1.0% | +0.3% | -0.1% |
| 30D | +4.0% | +0.2% | +3.8% | +3.7% |
| 3M | +12.3% | +9.6% | +2.7% | +0.1% |
| 6M | +30.8% | +14.0% | +16.8% | +11.4% |
| YTD | +58.8% | +18.5% | +40.3% | +29.1% |
| 1Y | +76.8% | +27.9% | +48.9% | +30.3% |
| 3Y | +87.5% | +92.4% | -5.0% | -17.9% |
| 5Y | +123.9% | +97.2% | +26.7% | -4.2% |
| 10Y | +504.4% | +163.0% | +341.4% | +84.7% |
| All | +813.7% | +256.4% | +557.4% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling