+130.2%
BP vs ACWI
+219.0%
-88.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -11.6% | -2.4% | -9.3% | -9.8% |
| 30D | 0.0% | -5.2% | +5.2% | +4.7% |
| 3M | +6.7% | -4.8% | +11.6% | +10.9% |
| 6M | +2.2% | -1.3% | +3.5% | +1.8% |
| YTD | +33.0% | +8.4% | +24.6% | +19.6% |
| 1Y | +30.7% | +11.0% | +19.7% | +14.6% |
| 3Y | +44.2% | +70.6% | -26.4% | -20.1% |
| 5Y | +105.1% | +55.3% | +49.8% | +24.9% |
| All | +130.2% | +219.0% | -88.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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