+1,616.9%
BE vs BP
+42.8%
+1,574.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | -14.7% | -11.6% | -3.1% | -11.9% |
| 30D | -40.5% | 0.0% | -40.6% | -40.9% |
| 3M | -24.3% | +6.7% | -31.1% | -26.9% |
| 6M | -39.3% | +2.2% | -41.5% | -40.5% |
| YTD | +99.4% | +33.0% | +66.4% | +72.8% |
| 1Y | +26.6% | +30.7% | -4.1% | +10.2% |
| 3Y | +1,616.9% | +44.2% | +1,572.8% | +1,342.7% |
| All | +1,616.9% | +42.8% | +1,574.2% | +1,342.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling