+684.4%
BP vs EL
+1,850.3%
-1,165.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -6.3% | +7.6% | -14.0% | -8.0% |
| 30D | -3.6% | +15.7% | -19.3% | -6.9% |
| 3M | +5.2% | +30.5% | -25.3% | -1.8% |
| 6M | +5.3% | +32.5% | -27.2% | -2.9% |
| YTD | +33.1% | +9.4% | +23.7% | +26.3% |
| 1Y | +26.3% | +28.4% | -2.1% | +14.9% |
| 3Y | +47.5% | +4.4% | +43.1% | +33.4% |
| 5Y | +106.2% | -64.5% | +170.7% | +139.7% |
| 10Y | +127.0% | +64.9% | +62.1% | +75.0% |
| All | +684.4% | +1,850.3% | -1,165.9% | +259.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling