+40.3%
BP vs BG
+20.1%
+20.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +5.7% | +3.7% | +2.0% | +4.5% |
| 30D | +8.1% | +12.3% | -4.3% | +4.0% |
| 3M | +8.6% | -2.2% | +10.8% | +9.0% |
| 6M | +18.1% | +5.3% | +12.8% | +15.6% |
| YTD | +37.6% | +42.4% | -4.8% | +23.3% |
| 1Y | +39.4% | +55.2% | -15.8% | +21.2% |
| All | +40.3% | +20.1% | +20.2% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling