+135.7%
BP vs ACWI
+227.3%
-91.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.4% | +0.5% |
| 7D | -0.8% | -0.7% | -0.1% | -0.3% |
| 30D | -3.1% | -2.0% | -1.2% | -1.7% |
| 3M | +6.2% | -2.2% | +8.3% | +7.5% |
| 6M | +4.8% | +1.9% | +2.9% | +1.4% |
| YTD | +35.2% | +12.0% | +23.2% | +18.0% |
| 1Y | +27.4% | +12.5% | +14.9% | +10.6% |
| 3Y | +49.8% | +75.4% | -25.6% | -19.0% |
| 5Y | +109.4% | +61.5% | +47.9% | +22.8% |
| 10Y | +135.7% | +227.1% | -91.4% | -31.7% |
| All | +135.7% | +227.3% | -91.6% | -31.7% |
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