+538.2%
BHP vs VYM
+488.1%
+50.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.2% |
| 7D | -3.6% | -0.8% | -2.8% | -2.5% |
| 30D | -1.2% | -2.2% | +1.1% | +1.9% |
| 3M | +1.2% | +3.1% | -1.9% | -2.9% |
| 6M | +21.4% | +9.7% | +11.7% | +7.4% |
| YTD | +50.4% | +14.9% | +35.5% | +25.0% |
| 1Y | +67.5% | +17.6% | +49.9% | +34.9% |
| 3Y | +72.8% | +65.3% | +7.5% | -14.1% |
| 5Y | +112.6% | +78.7% | +33.9% | -5.7% |
| 10Y | +481.7% | +208.2% | +273.5% | +15.6% |
| All | +538.2% | +488.1% | +50.1% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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