+1,335.7%
BP vs ECL
+13,009.7%
-11,674.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.9% | -2.6% | +6.5% | +4.9% |
| 30D | +7.6% | -2.2% | +9.8% | +8.4% |
| 3M | +0.7% | +10.1% | -9.4% | -3.5% |
| 6M | +15.5% | -5.7% | +21.2% | +16.6% |
| YTD | +30.8% | +7.0% | +23.9% | +25.4% |
| 1Y | +34.3% | +2.7% | +31.6% | +30.3% |
| 3Y | +35.1% | +57.7% | -22.7% | +8.5% |
| 5Y | +126.8% | +31.1% | +95.7% | +90.6% |
| 10Y | +123.4% | +150.9% | -27.5% | +44.4% |
| All | +1,335.7% | +13,009.7% | -11,674.0% | +346.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling