+127.0%
BP vs ECL
+196.4%
-69.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -6.3% | +0.4% | -6.8% | -6.6% |
| 30D | -3.6% | +8.6% | -12.2% | -6.7% |
| 3M | +5.2% | +7.9% | -2.6% | +1.9% |
| 6M | +5.3% | +21.0% | -15.7% | -3.2% |
| YTD | +33.1% | +17.5% | +15.6% | +22.6% |
| 1Y | +26.3% | +19.7% | +6.6% | +15.2% |
| 3Y | +47.5% | +77.4% | -29.9% | +9.5% |
| 5Y | +106.2% | +38.7% | +67.5% | +71.1% |
| 10Y | +127.0% | +193.5% | -66.5% | +32.9% |
| All | +127.0% | +196.4% | -69.5% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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