+16.4%
B vs BP
+28.1%
-11.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | +7.1% | -6.3% | +13.5% | +6.2% |
| 30D | -3.3% | -3.6% | +0.3% | -4.0% |
| 3M | -2.5% | +5.2% | -7.8% | -2.4% |
| 6M | -7.2% | +5.3% | -12.5% | -7.6% |
| YTD | -7.4% | +33.1% | -40.5% | -14.9% |
| 1Y | +16.4% | +26.3% | -9.8% | +8.7% |
| All | +16.4% | +28.1% | -11.6% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling