+127.7%
BP vs ES
+82.6%
+45.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -6.9% | -0.1% | -6.8% | -6.9% |
| 30D | -3.6% | +5.7% | -9.3% | -4.8% |
| 3M | +8.4% | -2.8% | +11.2% | +8.9% |
| 6M | +5.3% | +7.0% | -1.6% | +3.3% |
| YTD | +33.2% | +6.8% | +26.4% | +30.2% |
| 1Y | +28.2% | -0.5% | +28.6% | +27.2% |
| 3Y | +49.2% | +47.2% | +2.1% | +32.5% |
| 5Y | +102.9% | +2.3% | +100.6% | +95.9% |
| 10Y | +127.7% | +85.6% | +42.0% | +115.4% |
| All | +127.7% | +82.6% | +45.1% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling