+136.9%
BP vs EFX
-35.1%
+172.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.7% |
| 7D | +0.9% | -7.8% | +8.8% | +1.5% |
| 30D | +9.1% | -5.7% | +14.9% | +9.5% |
| 3M | +3.9% | +2.5% | +1.4% | +3.3% |
| 6M | +13.6% | -16.7% | +30.3% | +15.1% |
| YTD | +34.0% | -20.2% | +54.2% | +36.2% |
| 1Y | +39.2% | -31.4% | +70.6% | +44.0% |
| 3Y | +36.4% | -10.5% | +46.9% | +34.8% |
| All | +136.9% | -35.1% | +172.0% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling