+34.1%
BP vs ECL
+57.4%
-23.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.9% | -2.6% | +6.5% | +3.7% |
| 30D | +7.6% | -2.2% | +9.8% | +7.4% |
| 3M | +0.7% | +10.1% | -9.4% | +1.2% |
| 6M | +15.5% | -5.7% | +21.2% | +16.6% |
| YTD | +30.8% | +7.0% | +23.9% | +30.9% |
| 1Y | +34.3% | +2.7% | +31.6% | +34.8% |
| All | +34.1% | +57.4% | -23.3% | +46.5% |
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 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