+197.7%
B vs BP
+120.9%
+76.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -1.6% | +3.9% | -5.5% | -2.3% |
| 30D | +9.4% | +7.6% | +1.8% | +7.8% |
| 3M | +5.0% | +0.7% | +4.3% | +4.5% |
| 6M | -3.5% | +15.5% | -19.0% | -7.2% |
| YTD | +4.5% | +30.8% | -26.4% | -2.0% |
| 1Y | +67.8% | +34.3% | +33.5% | +56.4% |
| 3Y | +196.7% | +35.1% | +161.6% | +174.0% |
| 5Y | +151.9% | +126.8% | +25.1% | +109.4% |
| All | +197.7% | +120.9% | +76.9% | +116.5% |
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