+33.2%
BP vs VSH
+92.4%
-59.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +0.8% |
| 7D | +3.8% | +14.3% | -10.5% | +4.0% |
| 30D | -5.3% | -7.9% | +2.6% | -5.4% |
| 3M | +9.3% | -19.9% | +29.1% | +8.9% |
| 6M | +7.2% | -30.5% | +37.7% | +7.5% |
| YTD | +38.0% | +85.7% | -47.6% | +33.0% |
| 1Y | +33.2% | +98.9% | -65.7% | +27.0% |
| All | +33.2% | +92.4% | -59.2% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling