+136.9%
BP vs EFV
+97.2%
+39.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +3.0% |
| 7D | +0.9% | +1.0% | -0.1% | 0.0% |
| 30D | +9.1% | +0.2% | +9.0% | +8.8% |
| 3M | +3.9% | +9.6% | -5.7% | -4.4% |
| 6M | +13.6% | +14.0% | -0.4% | -0.4% |
| YTD | +34.0% | +18.5% | +15.6% | +12.8% |
| 1Y | +39.2% | +27.9% | +11.3% | +8.3% |
| 3Y | +36.4% | +92.4% | -56.0% | -31.8% |
| All | +136.9% | +97.2% | +39.7% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling