+525.7%
BHP vs VEU
+190.9%
+334.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.3% |
| 7D | +1.3% | +1.7% | -0.4% | -1.0% |
| 30D | +4.0% | +1.0% | +3.0% | +2.5% |
| 3M | +12.3% | +5.6% | +6.7% | +4.4% |
| 6M | +30.8% | +13.7% | +17.2% | +10.7% |
| YTD | +58.8% | +17.7% | +41.1% | +28.4% |
| 1Y | +76.8% | +25.8% | +51.1% | +30.8% |
| 3Y | +87.5% | +77.1% | +10.3% | -12.4% |
| 5Y | +123.9% | +57.1% | +66.7% | +23.8% |
| 10Y | +504.4% | +149.8% | +354.6% | +84.1% |
| All | +525.7% | +190.9% | +334.8% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling