+133.9%
BP vs VSH
+172.7%
-38.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +4.0% | +3.5% | +0.5% | +3.0% |
| 30D | +7.8% | -4.4% | +12.2% | +8.7% |
| 3M | +8.4% | -45.8% | +54.2% | +23.8% |
| 6M | +15.1% | +90.1% | -75.1% | -13.6% |
| YTD | +36.4% | +120.3% | -83.9% | -3.4% |
| 1Y | +40.9% | +112.2% | -71.3% | -0.3% |
| 3Y | +38.8% | +36.6% | +2.3% | +8.5% |
| 5Y | +141.1% | +67.0% | +74.1% | +65.5% |
| 10Y | +133.9% | +179.5% | -45.6% | +27.6% |
| All | +133.9% | +172.7% | -38.8% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling