+1,008.9%
BE vs BP
+58.7%
+950.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.2% | +8.1% |
| 7D | +29.8% | +0.9% | +28.8% | +29.1% |
| 30D | +26.4% | +9.1% | +17.3% | +19.2% |
| 3M | +9.3% | +3.9% | +5.4% | +5.1% |
| 6M | +105.1% | +13.6% | +91.4% | +84.1% |
| YTD | +219.0% | +34.0% | +185.0% | +157.5% |
| 1Y | +418.8% | +39.2% | +379.6% | +304.4% |
| 3Y | +1,784.6% | +36.4% | +1,748.2% | +1,356.1% |
| 5Y | +1,251.0% | +135.8% | +1,115.2% | +559.4% |
| All | +1,008.9% | +58.7% | +950.2% | +446.0% |
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