-39.3%
VG vs BHP
+91.7%
-131.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.7% | -2.9% | +4.6% | +1.6% |
| 30D | +16.0% | +3.4% | +12.6% | +16.1% |
| 3M | +9.7% | +4.1% | +5.7% | +10.3% |
| 6M | +29.6% | +20.6% | +9.0% | +27.8% |
| YTD | +112.0% | +56.1% | +56.0% | +79.0% |
| 1Y | +12.8% | +69.6% | -56.8% | -9.2% |
| All | -39.3% | +91.7% | -131.0% | -56.4% |
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