+103.9%
BP vs ESI
+28.5%
+75.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | -11.6% | -8.5% | -3.1% | -10.4% |
| 30D | 0.0% | -15.7% | +15.7% | +2.6% |
| 3M | +6.7% | -18.2% | +25.0% | +9.8% |
| 6M | +2.2% | -28.8% | +31.0% | +6.9% |
| YTD | +33.0% | +26.3% | +6.7% | +18.9% |
| 1Y | +30.7% | +18.2% | +12.5% | +18.7% |
| 3Y | +44.2% | +68.1% | -23.9% | +13.9% |
| All | +103.9% | +28.5% | +75.4% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling