+50.3%
BP vs ECL
+79.8%
-29.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +1.0% |
| 7D | +3.8% | +2.9% | +0.9% | +4.0% |
| 30D | -5.3% | +7.5% | -12.8% | -4.8% |
| 3M | +9.3% | +12.2% | -3.0% | +10.1% |
| 6M | +7.2% | +24.6% | -17.3% | +8.2% |
| YTD | +38.0% | +18.8% | +19.3% | +38.6% |
| 1Y | +33.2% | +19.3% | +13.9% | +33.6% |
| 3Y | +50.3% | +78.2% | -27.9% | +41.7% |
| All | +50.3% | +79.8% | -29.5% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling