+54.3%
VXUS vs BHP
+126.1%
-71.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.9% |
| 7D | +0.3% | +0.9% | -0.6% | 0.0% |
| 30D | +0.7% | +4.0% | -3.4% | -0.9% |
| 3M | +4.8% | +11.3% | -6.5% | +0.4% |
| 6M | +11.3% | +29.3% | -18.0% | +0.9% |
| YTD | +16.5% | +59.2% | -42.7% | -2.1% |
| 1Y | +24.3% | +80.8% | -56.6% | -0.4% |
| 3Y | +74.5% | +88.0% | -13.5% | +35.6% |
| 5Y | +54.3% | +126.6% | -72.3% | +12.7% |
| All | +54.3% | +126.1% | -71.7% | +12.7% |
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 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