+92.4%
BP vs EFV
+258.8%
-166.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.7% |
| 7D | +3.9% | +1.5% | +2.4% | +2.5% |
| 30D | +7.6% | +1.7% | +5.9% | +5.8% |
| 3M | +0.7% | +8.6% | -7.9% | -7.2% |
| 6M | +15.5% | +11.7% | +3.8% | +2.4% |
| YTD | +30.8% | +19.3% | +11.6% | +8.9% |
| 1Y | +34.3% | +30.2% | +4.1% | +2.6% |
| 3Y | +35.1% | +91.6% | -56.5% | -29.3% |
| 5Y | +126.8% | +96.4% | +30.4% | +17.1% |
| 10Y | +123.4% | +166.5% | -43.1% | -8.3% |
| All | +92.4% | +258.8% | -166.4% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling