+127.0%
BP vs ALL
+372.0%
-245.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.3% |
| 7D | -6.3% | -0.1% | -6.2% | -6.4% |
| 30D | -3.6% | +13.8% | -17.4% | -9.2% |
| 3M | +5.2% | -2.8% | +8.0% | +5.9% |
| 6M | +5.3% | +23.7% | -18.3% | -5.5% |
| YTD | +33.1% | +27.3% | +5.9% | +16.6% |
| 1Y | +26.3% | +30.5% | -4.3% | +9.2% |
| 3Y | +47.5% | +113.0% | -65.5% | -5.9% |
| 5Y | +106.2% | +157.6% | -51.4% | +11.2% |
| 10Y | +127.0% | +368.4% | -241.4% | -3.8% |
| All | +127.0% | +372.0% | -245.0% | -3.8% |
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