+402.8%
VUG vs BHP
+333.8%
+69.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | -6.3% | -4.5% | -1.7% | -4.8% |
| 3M | -6.0% | -6.9% | +0.8% | -3.9% |
| 6M | -3.5% | -10.6% | +7.0% | -0.5% |
| YTD | +3.9% | +37.2% | -33.3% | -8.9% |
| 1Y | +5.1% | +48.0% | -42.9% | -10.5% |
| 3Y | +77.9% | +52.6% | +25.3% | +46.6% |
| 5Y | +62.4% | +116.5% | -54.1% | +13.4% |
| All | +402.8% | +333.8% | +69.1% | +165.0% |
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