+134.0%
BP vs EFX
+41.8%
+92.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.7% | -11.1% | +16.9% | +7.9% |
| 30D | +8.1% | -7.4% | +15.5% | +9.4% |
| 3M | +8.6% | +1.5% | +7.1% | +7.5% |
| 6M | +18.1% | -13.7% | +31.8% | +20.1% |
| YTD | +37.6% | -21.9% | +59.5% | +42.1% |
| 1Y | +39.4% | -30.8% | +70.2% | +47.5% |
| 3Y | +40.1% | -12.4% | +52.4% | +36.3% |
| 5Y | +141.3% | -35.9% | +177.2% | +149.4% |
| All | +134.0% | +41.8% | +92.3% | +88.7% |
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