+1,335.7%
BP vs EIX
+1,083.9%
+251.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +3.9% | -19.1% | +23.0% | +8.1% |
| 30D | +7.6% | -16.9% | +24.5% | +11.0% |
| 3M | +0.7% | -20.0% | +20.7% | +4.7% |
| 6M | +15.5% | -21.3% | +36.8% | +20.3% |
| YTD | +30.8% | -1.7% | +32.5% | +28.9% |
| 1Y | +34.3% | +9.6% | +24.7% | +28.7% |
| 3Y | +35.1% | -3.7% | +38.7% | +31.3% |
| 5Y | +126.8% | +22.6% | +104.2% | +106.2% |
| 10Y | +123.4% | +17.7% | +105.7% | +100.0% |
| All | +1,335.7% | +1,083.9% | +251.8% | +753.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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