+1,383.2%
BP vs VSH
+1,531.5%
-148.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.2% | 0.0% |
| 7D | -0.8% | +12.8% | -13.5% | -3.2% |
| 30D | -3.1% | -9.0% | +5.9% | -2.5% |
| 3M | +6.2% | -12.2% | +18.3% | +6.8% |
| 6M | +4.8% | -15.9% | +20.7% | +3.0% |
| YTD | +35.2% | +103.2% | -68.1% | +11.6% |
| 1Y | +27.4% | +108.4% | -81.0% | +4.5% |
| 3Y | +49.8% | +41.6% | +8.2% | +27.6% |
| 5Y | +109.4% | +54.6% | +54.8% | +73.1% |
| 10Y | +135.7% | +138.2% | -2.5% | +78.5% |
| All | +1,383.2% | +1,531.5% | -148.3% | +683.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling