+113.1%
BHP vs VEU
+53.0%
+60.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -3.6% |
| 7D | -3.7% | -1.9% | -1.8% | -1.2% |
| 30D | -0.8% | -0.7% | -0.1% | +0.1% |
| 3M | +7.6% | +4.9% | +2.7% | +1.4% |
| 6M | +20.8% | +9.8% | +11.0% | +7.9% |
| YTD | +50.8% | +15.3% | +35.4% | +27.0% |
| 1Y | +70.9% | +23.0% | +47.9% | +32.8% |
| 3Y | +78.0% | +73.5% | +4.5% | -9.4% |
| 5Y | +113.1% | +54.5% | +58.6% | +23.3% |
| All | +113.1% | +53.0% | +60.0% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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