+125.0%
BP vs ECL
+153.2%
-28.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.6% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | +9.1% | -2.5% | +11.6% | +10.1% |
| 3M | +3.9% | +8.3% | -4.4% | 0.0% |
| 6M | +13.6% | -1.1% | +14.7% | +12.7% |
| YTD | +34.0% | +6.5% | +27.5% | +28.3% |
| 1Y | +39.2% | +2.1% | +37.1% | +35.1% |
| 3Y | +36.4% | +57.6% | -21.2% | +5.8% |
| 5Y | +135.8% | +28.1% | +107.7% | +100.0% |
| 10Y | +125.0% | +153.2% | -28.2% | +33.2% |
| All | +125.0% | +153.2% | -28.2% | +33.2% |
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