+911.5%
BE vs BP
+54.9%
+856.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.8% | +7.0% |
| 7D | +20.0% | +3.9% | +16.0% | +17.1% |
| 30D | +7.9% | +7.6% | +0.3% | +2.5% |
| 3M | -13.2% | +0.7% | -13.9% | -15.0% |
| 6M | +53.5% | +15.5% | +38.0% | +35.5% |
| YTD | +191.0% | +30.8% | +160.2% | +138.2% |
| 1Y | +360.5% | +34.3% | +326.2% | +266.6% |
| 3Y | +1,568.0% | +35.1% | +1,533.0% | +1,193.7% |
| 5Y | +1,055.2% | +126.8% | +928.4% | +478.4% |
| All | +911.5% | +54.9% | +856.6% | +404.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling