+33.7%
BP vs EL
-29.8%
+63.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | +0.4% |
| 7D | +3.9% | +0.8% | +3.1% | +3.9% |
| 30D | +7.6% | +19.8% | -12.2% | +6.4% |
| 3M | +0.7% | +25.7% | -25.0% | -0.8% |
| 6M | +15.5% | +5.4% | +10.0% | +15.4% |
| YTD | +30.8% | +0.2% | +30.6% | +31.0% |
| 1Y | +34.3% | +20.4% | +13.9% | +31.3% |
| All | +33.7% | -29.8% | +63.5% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling