+64.3%
VUG vs BHP
+123.5%
-59.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | -1.1% | +2.4% | -3.5% | -1.8% |
| 30D | -7.0% | -5.4% | -1.6% | -5.4% |
| 3M | -3.7% | -6.9% | +3.1% | -1.8% |
| 6M | -1.6% | -4.3% | +2.7% | -1.0% |
| YTD | +5.1% | +41.6% | -36.5% | -7.5% |
| 1Y | +3.8% | +53.3% | -49.6% | -11.2% |
| 3Y | +79.9% | +58.4% | +21.5% | +48.4% |
| All | +64.3% | +123.5% | -59.2% | +21.4% |
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