+216.9%
B vs BP
+141.7%
+75.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.4% | -3.3% |
| 7D | -6.2% | +2.5% | -8.7% | -6.6% |
| 30D | -6.6% | -5.6% | -1.0% | -5.9% |
| 3M | -7.9% | +8.0% | -15.9% | -9.5% |
| 6M | -16.8% | +5.7% | -22.5% | -18.2% |
| YTD | -11.7% | +36.8% | -48.5% | -18.0% |
| 1Y | +3.5% | +30.7% | -27.2% | -3.1% |
| 3Y | +165.7% | +51.6% | +114.1% | +139.9% |
| 5Y | +108.4% | +112.2% | -3.8% | +75.1% |
| All | +216.9% | +141.7% | +75.2% | +139.2% |
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