+127.7%
BP vs A
+328.7%
-201.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.7% |
| 7D | -6.9% | +4.8% | -11.6% | -8.1% |
| 30D | -3.6% | +5.6% | -9.2% | -5.1% |
| 3M | +8.4% | +23.6% | -15.2% | +1.9% |
| 6M | +5.3% | +56.4% | -51.0% | -8.3% |
| YTD | +33.2% | +33.4% | -0.2% | +20.9% |
| 1Y | +28.2% | +23.7% | +4.5% | +19.1% |
| 3Y | +49.2% | +71.0% | -21.8% | +20.3% |
| 5Y | +102.9% | +16.8% | +86.0% | +83.2% |
| 10Y | +127.7% | +323.8% | -196.1% | +35.4% |
| All | +127.7% | +328.7% | -201.0% | +35.4% |
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