+141.1%
BP vs A
-16.2%
+157.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.0% |
| 7D | +4.0% | -4.4% | +8.4% | +4.7% |
| 30D | +7.8% | -2.7% | +10.5% | +8.2% |
| 3M | +8.4% | +7.0% | +1.3% | +7.0% |
| 6M | +15.1% | +24.6% | -9.6% | +10.1% |
| YTD | +36.4% | +7.0% | +29.4% | +34.3% |
| 1Y | +40.9% | +15.6% | +25.3% | +36.1% |
| 3Y | +38.8% | +29.9% | +8.9% | +27.9% |
| 5Y | +141.1% | -15.4% | +156.5% | +111.3% |
| All | +141.1% | -16.2% | +157.3% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling