+129.8%
BP vs ESI
+313.2%
-183.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.9% | +2.3% |
| 7D | +0.9% | +5.4% | -4.5% | -0.6% |
| 30D | +9.1% | -4.2% | +13.3% | +10.2% |
| 3M | +3.9% | -9.6% | +13.5% | +5.4% |
| 6M | +13.6% | +18.3% | -4.7% | +3.7% |
| YTD | +34.0% | +45.8% | -11.8% | +12.7% |
| 1Y | +39.2% | +39.2% | 0.0% | +18.2% |
| 3Y | +36.4% | +86.3% | -49.8% | +0.8% |
| 5Y | +135.8% | +76.2% | +59.6% | +71.7% |
| All | +129.8% | +313.2% | -183.4% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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