+40.3%
BP vs ET
+97.8%
-57.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.7% |
| 7D | +5.7% | +1.4% | +4.4% | +5.0% |
| 30D | +8.1% | +4.6% | +3.5% | +5.4% |
| 3M | +8.6% | +16.0% | -7.4% | +0.2% |
| 6M | +18.1% | +22.8% | -4.7% | +6.0% |
| YTD | +37.6% | +38.9% | -1.2% | +16.1% |
| 1Y | +39.4% | +34.1% | +5.3% | +19.5% |
| All | +40.3% | +97.8% | -57.5% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling