+7.2%
VNQ vs BHP
+110.7%
-103.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -1.3% | -3.6% | +2.3% | -0.5% |
| 30D | -2.6% | -1.2% | -1.4% | -2.4% |
| 3M | -2.0% | +1.2% | -3.2% | -2.7% |
| 6M | +4.3% | +21.4% | -17.1% | -1.5% |
| YTD | +9.2% | +50.4% | -41.2% | -2.9% |
| 1Y | +5.6% | +67.5% | -61.9% | -9.0% |
| 3Y | +30.8% | +72.8% | -42.0% | +9.9% |
| All | +7.2% | +110.7% | -103.4% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling