+476.4%
BHP vs ET
+177.0%
+299.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -3.6% | +0.2% | -3.8% | -3.7% |
| 30D | -1.2% | +2.9% | -4.0% | -2.3% |
| 3M | +1.2% | +16.8% | -15.6% | -4.8% |
| 6M | +21.4% | +18.9% | +2.5% | +13.1% |
| YTD | +50.4% | +37.7% | +12.7% | +32.3% |
| 1Y | +67.5% | +32.4% | +35.1% | +49.4% |
| 3Y | +72.8% | +99.5% | -26.7% | +29.8% |
| 5Y | +112.6% | +244.0% | -131.4% | +29.3% |
| All | +476.4% | +177.0% | +299.4% | +277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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