+325.3%
VWO vs BHP
+814.2%
-488.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +0.2% | +0.9% | -0.7% | -0.3% |
| 30D | +0.9% | +4.0% | -3.1% | -1.4% |
| 3M | +4.3% | +11.3% | -7.0% | -2.3% |
| 6M | +10.5% | +29.3% | -18.8% | -4.9% |
| YTD | +13.4% | +59.2% | -45.9% | -13.3% |
| 1Y | +18.6% | +80.8% | -62.3% | -15.7% |
| 3Y | +65.8% | +88.0% | -22.2% | +12.3% |
| 5Y | +35.2% | +126.6% | -91.4% | -22.0% |
| 10Y | +116.6% | +515.7% | -399.1% | -36.8% |
| All | +325.3% | +814.2% | -488.9% | -18.7% |
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