+409.6%
VUG vs BHP
+498.2%
-88.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +1.3% |
| 7D | -1.9% | -3.7% | +1.8% | -0.6% |
| 30D | -1.6% | -0.8% | -0.7% | -1.5% |
| 3M | +4.4% | +7.6% | -3.2% | +1.1% |
| 6M | +13.2% | +20.8% | -7.6% | +4.8% |
| YTD | +7.5% | +50.8% | -43.3% | -8.7% |
| 1Y | +12.5% | +70.9% | -58.4% | -8.9% |
| 3Y | +86.0% | +78.0% | +8.0% | +45.2% |
| 5Y | +76.5% | +113.1% | -36.6% | +24.6% |
| All | +409.6% | +498.2% | -88.6% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling