+127.0%
BP vs ESI
+306.3%
-179.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -6.3% | -6.6% | +0.3% | -4.6% |
| 30D | -3.6% | -9.8% | +6.2% | -1.1% |
| 3M | +5.2% | -11.9% | +17.2% | +8.1% |
| 6M | +5.3% | -25.1% | +30.4% | +11.7% |
| YTD | +33.1% | +31.9% | +1.2% | +13.9% |
| 1Y | +26.3% | +19.2% | +7.1% | +11.7% |
| 3Y | +47.5% | +76.2% | -28.7% | +8.8% |
| 5Y | +106.2% | +39.4% | +66.8% | +61.6% |
| 10Y | +127.0% | +304.9% | -177.9% | +6.2% |
| All | +127.0% | +306.3% | -179.3% | +6.2% |
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