+127.7%
BP vs ALL
+367.3%
-239.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -6.9% | -3.9% | -3.0% | -5.4% |
| 30D | -3.6% | +10.6% | -14.2% | -8.0% |
| 3M | +8.4% | -4.6% | +13.0% | +10.0% |
| 6M | +5.3% | +20.2% | -14.9% | -4.3% |
| YTD | +33.2% | +23.7% | +9.5% | +18.2% |
| 1Y | +28.2% | +27.9% | +0.3% | +11.8% |
| 3Y | +49.2% | +109.2% | -59.9% | -4.1% |
| 5Y | +102.9% | +148.0% | -45.1% | +11.5% |
| 10Y | +127.7% | +363.8% | -236.1% | -2.5% |
| All | +127.7% | +367.3% | -239.7% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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