+47.7%
VXUS vs BHP
+127.2%
-79.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | +0.5% | +3.8% | -3.3% | -0.8% |
| 30D | -2.5% | -6.5% | +3.9% | -0.3% |
| 3M | -4.6% | -8.5% | +3.9% | -1.8% |
| 6M | -2.6% | -2.2% | -0.5% | -2.6% |
| YTD | +10.4% | +40.0% | -29.6% | -3.2% |
| 1Y | +12.9% | +51.3% | -38.4% | -3.8% |
| 3Y | +68.4% | +56.5% | +11.8% | +39.1% |
| 5Y | +47.7% | +130.2% | -82.5% | +7.8% |
| All | +47.7% | +127.2% | -79.6% | +7.8% |
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