+237.7%
BAC vs BP
+124.7%
+113.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.1% | -6.3% | +8.4% | +5.0% |
| 30D | -6.7% | -3.6% | -3.1% | -5.5% |
| 3M | -20.2% | +5.2% | -25.5% | -22.8% |
| 6M | -0.2% | +5.3% | -5.5% | -4.4% |
| YTD | -6.4% | +33.1% | -39.5% | -21.5% |
| 1Y | -3.1% | +26.3% | -29.4% | -16.8% |
| 3Y | +96.7% | +47.5% | +49.2% | +51.8% |
| 5Y | +21.3% | +106.2% | -84.9% | -25.6% |
| 10Y | +237.7% | +127.0% | +110.8% | +89.2% |
| All | +237.7% | +124.7% | +113.0% | +89.2% |
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