-51.4%
VG vs BHP
+69.4%
-120.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.2% |
| 7D | -22.0% | +0.9% | -23.0% | -22.0% |
| 30D | -11.6% | -6.3% | -5.4% | -11.8% |
| 3M | -14.9% | -7.1% | -7.7% | -15.1% |
| 6M | -3.5% | -3.2% | -0.3% | -4.0% |
| YTD | +70.0% | +37.9% | +32.1% | +43.0% |
| 1Y | +50.0% | +49.7% | +0.3% | +19.6% |
| All | -51.4% | +69.4% | -120.7% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling