+135.8%
BP vs VSH
+65.5%
+70.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.5% | +2.6% |
| 7D | +0.9% | +6.2% | -5.3% | +0.1% |
| 30D | +9.1% | -11.1% | +20.3% | +10.6% |
| 3M | +3.9% | -44.9% | +48.8% | +11.3% |
| 6M | +13.6% | +90.0% | -76.3% | -4.0% |
| YTD | +34.0% | +118.8% | -84.8% | +9.4% |
| 1Y | +39.2% | +109.0% | -69.8% | +13.8% |
| 3Y | +36.4% | +35.6% | +0.8% | +18.6% |
| 5Y | +135.8% | +66.7% | +69.1% | +87.2% |
| All | +135.8% | +65.5% | +70.3% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling