+222.7%
B vs BP
+133.4%
+89.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -4.3% | -3.1% | -1.2% | -4.1% |
| 3M | -2.3% | +6.2% | -8.4% | -3.7% |
| 6M | -16.2% | +4.8% | -21.0% | -17.6% |
| YTD | -8.8% | +35.2% | -44.0% | -15.2% |
| 1Y | +11.4% | +27.4% | -16.1% | +4.8% |
| 3Y | +174.3% | +49.8% | +124.5% | +148.1% |
| 5Y | +116.2% | +109.4% | +6.8% | +82.0% |
| 10Y | +222.7% | +135.7% | +87.0% | +142.7% |
| All | +222.7% | +133.4% | +89.4% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling