+389.6%
BE vs BP
+39.3%
+350.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.6% | -3.1% |
| 7D | +23.9% | +4.0% | +19.9% | +23.2% |
| 30D | +27.8% | +7.8% | +20.0% | +26.2% |
| 3M | +3.7% | +8.4% | -4.6% | +3.3% |
| 6M | +78.0% | +15.1% | +62.9% | +69.7% |
| YTD | +209.9% | +36.4% | +173.5% | +179.4% |
| 1Y | +389.6% | +40.9% | +348.7% | +365.2% |
| All | +389.6% | +39.3% | +350.3% | +365.2% |
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 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