+1,335.7%
BP vs ES
+1,243.3%
+92.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +3.9% | +0.3% | +3.6% | +3.8% |
| 30D | +7.6% | -2.0% | +9.6% | +8.2% |
| 3M | +0.7% | +1.7% | -1.0% | -0.1% |
| 6M | +15.5% | -3.5% | +19.0% | +16.1% |
| YTD | +30.8% | +7.9% | +22.9% | +27.1% |
| 1Y | +34.3% | +17.2% | +17.1% | +26.7% |
| 3Y | +35.1% | +29.3% | +5.7% | +21.6% |
| 5Y | +126.8% | -5.7% | +132.6% | +121.9% |
| 10Y | +123.4% | +85.2% | +38.1% | +71.6% |
| All | +1,335.7% | +1,243.3% | +92.4% | +582.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling