+142.2%
BP vs EFX
+80.5%
+61.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +3.8% | -0.8% | +4.6% | +3.9% |
| 30D | -5.3% | +25.1% | -30.4% | -9.3% |
| 3M | +9.3% | +1.7% | +7.6% | +8.4% |
| 6M | +7.2% | +18.4% | -11.1% | +2.7% |
| YTD | +38.0% | -12.5% | +50.6% | +39.2% |
| 1Y | +33.2% | -8.1% | +41.3% | +32.8% |
| 3Y | +50.3% | +4.8% | +45.5% | +40.7% |
| 5Y | +114.1% | -30.1% | +144.2% | +118.4% |
| All | +142.2% | +80.5% | +61.7% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling