+27.4%
BP vs EL
+25.2%
+2.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.4% |
| 7D | -0.8% | +0.3% | -1.0% | -0.7% |
| 30D | -3.1% | +12.3% | -15.4% | -1.9% |
| 3M | +6.2% | +28.4% | -22.2% | +8.9% |
| 6M | +4.8% | +36.7% | -31.9% | +8.5% |
| YTD | +35.2% | +8.4% | +26.8% | +41.8% |
| 1Y | +27.4% | +25.4% | +2.0% | +31.3% |
| All | +27.4% | +25.2% | +2.2% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling