+44.2%
BP vs ES
+46.3%
-2.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | -11.6% | +1.9% | -13.5% | -11.8% |
| 30D | 0.0% | +7.1% | -7.0% | -0.8% |
| 3M | +6.7% | -1.9% | +8.7% | +6.9% |
| 6M | +2.2% | +4.4% | -2.2% | +1.3% |
| YTD | +33.0% | +7.3% | +25.7% | +30.9% |
| 1Y | +30.7% | +2.1% | +28.6% | +29.5% |
| 3Y | +44.2% | +41.8% | +2.3% | +36.4% |
| All | +44.2% | +46.3% | -2.1% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling