+2,263.1%
VGT vs BHP
+1,578.8%
+684.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | +1.8% | +1.3% | +0.6% | +1.4% |
| 30D | -0.3% | +4.0% | -4.3% | -1.9% |
| 3M | +3.4% | +12.3% | -8.9% | -1.2% |
| 6M | +35.0% | +30.8% | +4.2% | +21.9% |
| YTD | +28.8% | +58.8% | -30.0% | +8.0% |
| 1Y | +38.0% | +76.8% | -38.9% | +11.1% |
| 3Y | +125.8% | +87.5% | +38.3% | +75.5% |
| 5Y | +134.7% | +123.9% | +10.8% | +66.4% |
| 10Y | +792.6% | +504.4% | +288.2% | +328.2% |
| All | +2,263.1% | +1,578.8% | +684.3% | +638.2% |
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 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