+101.8%
BP vs ACWI
+330.1%
-228.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | +1.7% |
| 7D | -11.2% | -4.0% | -7.2% | -7.8% |
| 30D | -0.7% | -5.8% | +5.1% | +4.9% |
| 3M | +9.8% | -5.0% | +14.8% | +14.6% |
| 6M | -1.6% | +0.7% | -2.3% | -3.9% |
| YTD | +33.5% | +8.4% | +25.1% | +19.8% |
| 1Y | +31.7% | +10.1% | +21.6% | +16.2% |
| 3Y | +45.1% | +70.8% | -25.6% | -19.1% |
| 5Y | +105.9% | +55.4% | +50.6% | +24.7% |
| 10Y | +134.4% | +223.3% | -88.9% | -31.7% |
| All | +101.8% | +330.1% | -228.4% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling