+165.8%
VXUS vs BHP
+145.8%
+20.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | +0.5% | +3.8% | -3.3% | -1.0% |
| 30D | -2.5% | -6.5% | +3.9% | 0.0% |
| 3M | -4.6% | -8.5% | +3.9% | -1.5% |
| 6M | -2.6% | -2.2% | -0.5% | -2.7% |
| YTD | +10.4% | +40.0% | -29.6% | -5.2% |
| 1Y | +12.9% | +51.3% | -38.4% | -6.2% |
| 3Y | +68.4% | +56.5% | +11.8% | +35.3% |
| 5Y | +47.7% | +130.2% | -82.5% | -2.7% |
| 10Y | +142.2% | +336.5% | -194.3% | +13.2% |
| All | +165.8% | +145.8% | +20.1% | +61.9% |
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