+40.3%
BP vs VSH
+42.0%
-1.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.5% |
| 7D | +5.2% | +4.8% | +0.5% | +4.8% |
| 30D | +8.7% | -0.7% | +9.4% | +8.7% |
| 3M | +9.3% | -43.1% | +52.4% | +14.8% |
| 6M | +13.6% | +91.8% | -78.2% | -0.5% |
| YTD | +37.7% | +131.6% | -94.0% | +16.5% |
| 1Y | +40.6% | +118.1% | -77.5% | +19.5% |
| 3Y | +40.3% | +40.9% | -0.6% | +19.2% |
| All | +40.3% | +42.0% | -1.7% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling