+675.5%
BE vs BP
+57.7%
+617.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.8% | +11.8% |
| 7D | -1.2% | -6.9% | +5.7% | +3.3% |
| 30D | -30.9% | -3.6% | -27.3% | -29.8% |
| 3M | -11.6% | +8.4% | -20.0% | -17.5% |
| 6M | -25.7% | +5.3% | -31.1% | -30.6% |
| YTD | +123.1% | +33.2% | +90.0% | +78.2% |
| 1Y | +43.4% | +28.2% | +15.2% | +16.8% |
| 3Y | +1,683.6% | +49.2% | +1,634.4% | +1,178.2% |
| 5Y | +465.4% | +102.9% | +362.5% | +206.8% |
| All | +675.5% | +57.7% | +617.9% | +277.7% |
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 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