+47.2%
BP vs EFV
+91.3%
-44.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | -0.8% | -1.0% | +0.2% | -0.3% |
| 30D | -3.1% | +3.1% | -6.2% | -4.8% |
| 3M | +6.2% | -1.2% | +7.4% | +6.7% |
| 6M | +4.8% | +5.6% | -0.9% | +0.9% |
| YTD | +35.2% | +15.8% | +19.3% | +20.4% |
| 1Y | +27.4% | +20.0% | +7.4% | +10.2% |
| All | +47.2% | +91.3% | -44.2% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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