+111.9%
BP vs ESI
+224.6%
-112.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | +3.9% | +3.3% | +0.6% | +3.0% |
| 30D | +7.6% | -5.9% | +13.5% | +9.1% |
| 3M | +0.7% | -14.1% | +14.8% | +3.5% |
| 6M | +15.5% | +6.6% | +8.9% | +9.9% |
| YTD | +30.8% | +45.0% | -14.2% | +13.1% |
| 1Y | +34.3% | +41.5% | -7.2% | +16.3% |
| 3Y | +35.1% | +78.8% | -43.7% | +6.3% |
| 5Y | +126.8% | +70.9% | +55.9% | +76.5% |
| 10Y | +123.4% | +317.1% | -193.7% | +27.7% |
| All | +111.9% | +224.6% | -112.8% | +35.1% |
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