+476.3%
BHP vs VTEB
+25.1%
+451.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -4.7% |
| 7D | -3.7% | -1.2% | -2.5% | -2.7% |
| 30D | -0.8% | -2.9% | +2.0% | +1.6% |
| 3M | +7.6% | -3.2% | +10.8% | +10.5% |
| 6M | +20.8% | -2.6% | +23.4% | +23.7% |
| YTD | +50.8% | -1.8% | +52.6% | +53.4% |
| 1Y | +70.9% | +0.2% | +70.7% | +71.3% |
| 3Y | +78.0% | +8.2% | +69.8% | +68.7% |
| 5Y | +113.1% | +0.8% | +112.2% | +110.5% |
| 10Y | +483.0% | +17.7% | +465.4% | +567.0% |
| All | +476.3% | +25.1% | +451.3% | +709.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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