+142.8%
EFA vs BHP
+496.8%
-354.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.5% | -3.6% | +2.1% | -0.2% |
| 30D | -1.7% | -1.2% | -0.5% | -1.4% |
| 3M | +3.5% | +1.2% | +2.3% | +2.5% |
| 6M | +9.5% | +21.4% | -11.9% | +0.8% |
| YTD | +12.9% | +50.4% | -37.5% | -4.5% |
| 1Y | +18.2% | +67.5% | -49.3% | -4.2% |
| 3Y | +64.8% | +72.8% | -8.0% | +29.6% |
| 5Y | +53.9% | +112.6% | -58.7% | +7.9% |
| All | +142.8% | +496.8% | -354.1% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling