+103.9%
BP vs EL
-66.1%
+170.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.6% |
| 7D | -11.6% | +0.8% | -12.4% | -11.7% |
| 30D | 0.0% | +16.5% | -16.5% | -1.4% |
| 3M | +6.7% | +29.2% | -22.4% | +3.8% |
| 6M | +2.2% | +27.9% | -25.8% | -0.8% |
| YTD | +33.0% | +6.2% | +26.8% | +31.4% |
| 1Y | +30.7% | +27.2% | +3.6% | +25.6% |
| 3Y | +44.2% | +3.2% | +41.0% | +35.7% |
| All | +103.9% | -66.1% | +170.0% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling