+36.4%
BP vs EFX
-12.5%
+48.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.6% |
| 7D | +0.9% | -7.8% | +8.8% | +1.3% |
| 30D | +9.1% | -5.7% | +14.9% | +9.4% |
| 3M | +3.9% | +2.5% | +1.4% | +3.4% |
| 6M | +13.6% | -16.7% | +30.3% | +14.9% |
| YTD | +34.0% | -20.2% | +54.2% | +36.1% |
| 1Y | +39.2% | -31.4% | +70.6% | +44.0% |
| 3Y | +36.4% | -10.5% | +46.9% | +42.0% |
| All | +36.4% | -12.5% | +48.9% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling