+1,359.3%
BP vs ECL
+14,051.7%
-12,692.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | -11.6% | -0.8% | -10.9% | -11.5% |
| 30D | 0.0% | +8.1% | -8.1% | -3.0% |
| 3M | +6.7% | +6.4% | +0.4% | +3.9% |
| 6M | +2.2% | +14.8% | -12.6% | -4.0% |
| YTD | +33.0% | +15.5% | +17.5% | +23.6% |
| 1Y | +30.7% | +20.1% | +10.6% | +19.5% |
| 3Y | +44.2% | +77.8% | -33.6% | +10.8% |
| 5Y | +105.1% | +37.9% | +67.3% | +69.4% |
| 10Y | +133.5% | +202.7% | -69.1% | +40.3% |
| All | +1,359.3% | +14,051.7% | -12,692.4% | +340.0% |
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