+112.8%
BP vs ET
+215.7%
-103.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.8% | +2.5% | +1.3% | +2.2% |
| 30D | -5.3% | -2.5% | -2.8% | -3.7% |
| 3M | +9.3% | -4.9% | +14.1% | +12.7% |
| 6M | +7.2% | -0.1% | +7.3% | +7.3% |
| YTD | +38.0% | +26.2% | +11.8% | +19.8% |
| 1Y | +33.2% | +25.2% | +8.0% | +16.1% |
| 3Y | +50.3% | +84.2% | -33.9% | -2.0% |
| All | +112.8% | +215.7% | -103.0% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling