+135.7%
BP vs EL
+63.7%
+72.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | -0.8% | +0.3% | -1.0% | -0.8% |
| 30D | -3.1% | +12.3% | -15.4% | -5.5% |
| 3M | +6.2% | +28.4% | -22.2% | +0.2% |
| 6M | +4.8% | +36.7% | -31.9% | -3.2% |
| YTD | +35.2% | +8.4% | +26.8% | +29.6% |
| 1Y | +27.4% | +25.4% | +2.0% | +17.5% |
| 3Y | +49.8% | +3.4% | +46.3% | +35.9% |
| 5Y | +109.4% | -64.8% | +174.2% | +168.4% |
| 10Y | +135.7% | +63.0% | +72.7% | +91.8% |
| All | +135.7% | +63.7% | +72.0% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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