+44.2%
BP vs VSH
+6.8%
+37.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.8% |
| 7D | -11.6% | -12.9% | +1.3% | -10.8% |
| 30D | 0.0% | -36.9% | +36.9% | +3.3% |
| 3M | +6.7% | -28.8% | +35.5% | +8.8% |
| 6M | +2.2% | -30.3% | +32.5% | +1.3% |
| YTD | +33.0% | +62.4% | -29.4% | +14.7% |
| 1Y | +30.7% | +62.5% | -31.8% | +12.6% |
| 3Y | +44.2% | +7.4% | +36.8% | +27.5% |
| All | +44.2% | +6.8% | +37.4% | +27.5% |
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