+133.9%
BP vs A
+236.6%
-102.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.2% |
| 7D | +4.0% | -4.4% | +8.4% | +5.2% |
| 30D | +7.8% | -2.7% | +10.5% | +8.5% |
| 3M | +8.4% | +7.0% | +1.3% | +5.8% |
| 6M | +15.1% | +24.6% | -9.6% | +6.4% |
| YTD | +36.4% | +7.0% | +29.4% | +31.9% |
| 1Y | +40.9% | +15.6% | +25.3% | +32.2% |
| 3Y | +38.8% | +29.9% | +8.9% | +21.2% |
| 5Y | +141.1% | -15.4% | +156.5% | +141.7% |
| 10Y | +133.9% | +248.9% | -114.9% | +39.3% |
| All | +133.9% | +236.6% | -102.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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