+170.2%
VEA vs BHP
+318.5%
-148.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | +0.3% | +0.9% | -0.6% | -0.1% |
| 30D | +0.4% | +4.0% | -3.6% | -1.4% |
| 3M | +4.8% | +11.3% | -6.4% | -0.5% |
| 6M | +11.3% | +29.3% | -18.1% | -1.5% |
| YTD | +17.4% | +59.2% | -41.8% | -5.7% |
| 1Y | +26.2% | +80.8% | -54.6% | -4.5% |
| 3Y | +77.7% | +88.0% | -10.3% | +29.3% |
| 5Y | +60.9% | +126.6% | -65.7% | +3.2% |
| 10Y | +163.6% | +515.7% | -352.2% | -1.5% |
| All | +170.2% | +318.5% | -148.3% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling