+31.8%
BA vs BP
+131.5%
-99.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +1.1% | -11.6% | +12.7% | +8.3% |
| 30D | -7.9% | 0.0% | -8.0% | -8.4% |
| 3M | -25.3% | +6.7% | -32.1% | -29.0% |
| 6M | -24.6% | +2.2% | -26.7% | -27.7% |
| YTD | -20.1% | +33.0% | -53.1% | -36.9% |
| 1Y | -11.8% | +30.7% | -42.5% | -29.9% |
| 3Y | -10.1% | +44.2% | -54.3% | -35.3% |
| 5Y | -22.7% | +105.1% | -127.9% | -60.0% |
| All | +31.8% | +131.5% | -99.8% | -33.0% |
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