+115.3%
BP vs ESI
+182.6%
-67.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.9% |
| 7D | -11.6% | -8.5% | -3.1% | -9.6% |
| 30D | 0.0% | -15.7% | +15.7% | +4.2% |
| 3M | +6.7% | -18.2% | +25.0% | +11.5% |
| 6M | +2.2% | -28.8% | +31.0% | +9.2% |
| YTD | +33.0% | +26.3% | +6.7% | +18.4% |
| 1Y | +30.7% | +18.2% | +12.5% | +18.3% |
| 3Y | +44.2% | +68.1% | -23.9% | +14.4% |
| 5Y | +105.1% | +28.8% | +76.4% | +72.3% |
| 10Y | +133.5% | +329.8% | -196.3% | +33.0% |
| All | +115.3% | +182.6% | -67.3% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling