+135.7%
BP vs ECL
+196.0%
-60.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -0.8% | -2.3% | +1.5% | +0.1% |
| 30D | -3.1% | +8.3% | -11.4% | -6.2% |
| 3M | +6.2% | +8.4% | -2.3% | +2.6% |
| 6M | +4.8% | +23.3% | -18.5% | -4.4% |
| YTD | +35.2% | +18.2% | +16.9% | +24.2% |
| 1Y | +27.4% | +18.8% | +8.7% | +16.7% |
| 3Y | +49.8% | +78.5% | -28.7% | +11.0% |
| 5Y | +109.4% | +40.1% | +69.3% | +73.0% |
| 10Y | +135.7% | +196.5% | -60.8% | +38.5% |
| All | +135.7% | +196.0% | -60.4% | +38.5% |
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