+134.1%
BP vs BG
+166.7%
-32.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.8% |
| 7D | +5.2% | +3.1% | +2.1% | +3.9% |
| 30D | +8.7% | +10.2% | -1.5% | +4.3% |
| 3M | +9.3% | -1.7% | +11.0% | +9.6% |
| 6M | +13.6% | +1.0% | +12.6% | +12.3% |
| YTD | +37.7% | +39.9% | -2.2% | +18.8% |
| 1Y | +40.6% | +53.2% | -12.6% | +15.9% |
| 3Y | +40.3% | +16.3% | +24.1% | +27.3% |
| 5Y | +141.4% | +83.9% | +57.6% | +73.3% |
| All | +134.1% | +166.7% | -32.5% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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