+140.1%
BP vs ACWI
+225.4%
-85.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.8% |
| 7D | +2.5% | +2.7% | -0.2% | 0.0% |
| 30D | -5.6% | -2.6% | -3.0% | -3.6% |
| 3M | +8.0% | -3.2% | +11.2% | +10.5% |
| 6M | +5.7% | +1.9% | +3.8% | +2.2% |
| YTD | +36.8% | +11.3% | +25.5% | +20.1% |
| 1Y | +30.7% | +11.7% | +19.0% | +14.2% |
| 3Y | +51.6% | +74.4% | -22.8% | -17.6% |
| 5Y | +112.2% | +59.5% | +52.7% | +26.1% |
| All | +140.1% | +225.4% | -85.3% | -29.8% |
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