+55.3%
BE vs BP
+35.3%
+20.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.2% | -2.2% | -6.2% |
| 7D | -12.1% | -8.4% | -3.7% | -11.8% |
| 30D | -30.1% | +2.2% | -32.3% | -30.7% |
| 3M | -12.1% | +8.8% | -20.9% | -14.4% |
| 6M | -30.6% | -0.5% | -30.1% | -28.8% |
| YTD | +130.6% | +36.2% | +94.4% | +89.5% |
| 1Y | +55.3% | +36.6% | +18.7% | +19.9% |
| All | +55.3% | +35.3% | +20.0% | +19.9% |
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