+1,360.9%
BP vs VSH
+1,399.9%
-39.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.3% |
| 7D | -6.3% | -1.6% | -4.7% | -6.4% |
| 30D | -3.6% | -21.3% | +17.7% | -0.5% |
| 3M | +5.2% | -18.9% | +24.1% | +7.4% |
| 6M | +5.3% | -21.4% | +26.7% | +4.8% |
| YTD | +33.1% | +86.8% | -53.7% | +11.6% |
| 1Y | +26.3% | +85.8% | -59.5% | +5.8% |
| 3Y | +47.5% | +30.1% | +17.4% | +27.5% |
| 5Y | +106.2% | +42.8% | +63.4% | +72.9% |
| 10Y | +127.0% | +121.2% | +5.7% | +74.2% |
| All | +1,360.9% | +1,399.9% | -39.0% | +683.5% |
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 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