+135.7%
BP vs ES
+92.3%
+43.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -3.1% | +6.7% | -9.9% | -4.6% |
| 3M | +6.2% | +0.3% | +5.8% | +5.9% |
| 6M | +4.8% | +7.4% | -2.6% | +2.7% |
| YTD | +35.2% | +8.4% | +26.8% | +31.8% |
| 1Y | +27.4% | +0.6% | +26.8% | +26.1% |
| 3Y | +49.8% | +50.6% | -0.9% | +32.2% |
| 5Y | +109.4% | +4.8% | +104.6% | +101.1% |
| 10Y | +135.7% | +93.1% | +42.6% | +126.4% |
| All | +135.7% | +92.3% | +43.4% | +126.4% |
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