+134.2%
BP vs ET
+177.0%
-42.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.4% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | +8.7% | +2.9% | +5.8% | +7.2% |
| 3M | +9.3% | +16.8% | -7.5% | +1.5% |
| 6M | +13.6% | +18.9% | -5.3% | +4.6% |
| YTD | +37.7% | +37.7% | 0.0% | +18.3% |
| 1Y | +40.6% | +32.4% | +8.2% | +23.0% |
| 3Y | +40.3% | +99.5% | -59.1% | -0.1% |
| 5Y | +141.4% | +244.0% | -102.5% | +33.3% |
| All | +134.2% | +177.0% | -42.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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