+670.8%
BP vs EL
+1,685.7%
-1,014.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | -0.1% |
| 7D | +3.9% | +0.8% | +3.1% | +3.7% |
| 30D | +7.6% | +19.8% | -12.2% | +2.8% |
| 3M | +0.7% | +25.7% | -25.0% | -5.2% |
| 6M | +15.5% | +5.4% | +10.0% | +11.8% |
| YTD | +30.8% | +0.2% | +30.6% | +27.1% |
| 1Y | +34.3% | +20.4% | +13.9% | +23.9% |
| 3Y | +35.1% | -32.1% | +67.2% | +35.8% |
| 5Y | +126.8% | -67.2% | +194.0% | +168.6% |
| 10Y | +123.4% | +31.7% | +91.6% | +82.0% |
| All | +670.8% | +1,685.7% | -1,014.9% | +261.4% |
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