+477.3%
BHP vs VIG
+617.8%
-140.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.9% |
| 7D | +1.3% | -0.4% | +1.7% | +1.8% |
| 30D | +4.0% | -2.1% | +6.1% | +7.1% |
| 3M | +12.3% | +3.3% | +9.0% | +7.2% |
| 6M | +30.8% | +9.3% | +21.5% | +15.8% |
| YTD | +58.8% | +10.1% | +48.6% | +38.9% |
| 1Y | +76.8% | +14.7% | +62.1% | +46.0% |
| 3Y | +87.5% | +56.9% | +30.5% | -2.9% |
| 5Y | +123.9% | +62.9% | +61.0% | +7.2% |
| 10Y | +504.4% | +241.3% | +263.0% | -13.2% |
| All | +477.3% | +617.8% | -140.5% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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