+122.1%
BP vs ACWI
+228.2%
-106.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +3.9% | +0.5% | +3.4% | +3.4% |
| 30D | +7.6% | +0.9% | +6.7% | +6.6% |
| 3M | +0.7% | +2.4% | -1.7% | -2.2% |
| 6M | +15.5% | +12.4% | +3.1% | +1.3% |
| YTD | +30.8% | +15.2% | +15.7% | +11.9% |
| 1Y | +34.3% | +22.7% | +11.6% | +7.5% |
| 3Y | +35.1% | +75.8% | -40.7% | -26.6% |
| 5Y | +126.8% | +67.7% | +59.1% | +28.6% |
| All | +122.1% | +228.2% | -106.1% | -38.7% |
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