+134.1%
BP vs BR
+189.7%
-55.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +5.2% | -3.0% | +8.2% | +6.2% |
| 30D | +8.7% | -0.3% | +9.0% | +8.6% |
| 3M | +9.3% | +17.3% | -8.0% | +2.9% |
| 6M | +13.6% | -6.7% | +20.3% | +15.2% |
| YTD | +37.7% | -23.4% | +61.1% | +49.3% |
| 1Y | +40.6% | -32.7% | +73.3% | +59.8% |
| 3Y | +40.3% | -5.9% | +46.3% | +37.8% |
| 5Y | +141.4% | +8.4% | +133.0% | +118.1% |
| All | +134.1% | +189.7% | -55.5% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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