+109.4%
BP vs EFV
+93.3%
+16.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | -0.8% | -1.0% | +0.2% | 0.0% |
| 30D | -3.1% | +3.1% | -6.2% | -5.8% |
| 3M | +6.2% | -1.2% | +7.4% | +6.8% |
| 6M | +4.8% | +5.6% | -0.9% | -1.0% |
| YTD | +35.2% | +15.8% | +19.3% | +15.6% |
| 1Y | +27.4% | +20.0% | +7.4% | +5.1% |
| 3Y | +49.8% | +91.0% | -41.2% | -25.0% |
| 5Y | +109.4% | +93.7% | +15.7% | +7.2% |
| All | +109.4% | +93.3% | +16.1% | +7.2% |
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