+1,202.4%
VUG vs BHP
+1,397.6%
-195.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | -3.7% | -6.9% | +3.1% | -1.7% |
| 6M | -1.6% | -4.3% | +2.7% | -0.9% |
| YTD | +5.1% | +41.6% | -36.5% | -8.0% |
| 1Y | +3.8% | +53.3% | -49.6% | -11.8% |
| 3Y | +79.9% | +58.4% | +21.5% | +48.8% |
| 5Y | +66.4% | +121.3% | -54.9% | +19.4% |
| 10Y | +405.3% | +349.0% | +56.3% | +170.6% |
| All | +1,202.4% | +1,397.6% | -195.2% | +361.6% |
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