+147.3%
BP vs COMP
-52.0%
+199.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | -5.3% | +16.6% | -21.8% | -5.7% |
| 3M | +9.3% | -23.5% | +32.8% | +9.8% |
| 6M | +7.2% | +25.7% | -18.5% | +5.9% |
| YTD | +38.0% | -3.4% | +41.4% | +37.4% |
| 1Y | +33.2% | +7.6% | +25.6% | +31.7% |
| 3Y | +50.3% | +423.6% | -373.3% | +33.4% |
| 5Y | +114.1% | -10.6% | +124.7% | +100.7% |
| All | +147.3% | -52.0% | +199.2% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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