+128.6%
BP vs ECL
+31.2%
+97.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.9% | -2.6% | +6.5% | +4.1% |
| 30D | +7.6% | -2.2% | +9.8% | +7.8% |
| 3M | +0.7% | +10.1% | -9.4% | -0.4% |
| 6M | +15.5% | -5.7% | +21.2% | +16.4% |
| YTD | +30.8% | +7.0% | +23.9% | +29.3% |
| 1Y | +34.3% | +2.7% | +31.6% | +33.4% |
| 3Y | +35.1% | +57.7% | -22.7% | +24.3% |
| All | +128.6% | +31.2% | +97.4% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling