+1,364.9%
BP vs ES
+1,275.7%
+89.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.6% |
| 7D | -11.2% | +5.9% | -17.1% | -12.7% |
| 30D | -0.7% | +10.2% | -10.9% | -3.5% |
| 3M | +9.8% | +0.4% | +9.4% | +9.4% |
| 6M | -1.6% | +6.9% | -8.4% | -3.9% |
| YTD | +33.5% | +10.5% | +23.0% | +28.6% |
| 1Y | +31.7% | +3.2% | +28.5% | +29.0% |
| 3Y | +45.1% | +49.0% | -3.9% | +25.4% |
| 5Y | +105.9% | +4.5% | +101.5% | +95.1% |
| 10Y | +134.4% | +92.3% | +42.1% | +77.8% |
| All | +1,364.9% | +1,275.7% | +89.1% | +590.3% |
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