+387.0%
VNQ vs BHP
+1,234.8%
-847.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | -2.2% | +4.0% | -6.3% | -3.9% |
| 3M | -1.9% | +11.3% | -13.2% | -6.8% |
| 6M | +3.2% | +29.3% | -26.1% | -8.4% |
| YTD | +9.4% | +59.2% | -49.8% | -11.3% |
| 1Y | +7.5% | +80.8% | -73.3% | -17.6% |
| 3Y | +31.1% | +88.0% | -56.9% | -3.5% |
| 5Y | +6.6% | +126.6% | -120.1% | -30.6% |
| 10Y | +63.9% | +515.7% | -451.8% | -36.6% |
| All | +387.0% | +1,234.8% | -847.9% | +42.8% |
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