+141.3%
BP vs ET
+241.7%
-100.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.7% |
| 7D | +5.7% | +1.4% | +4.4% | +4.9% |
| 30D | +8.1% | +4.6% | +3.5% | +5.1% |
| 3M | +8.6% | +16.0% | -7.4% | -0.8% |
| 6M | +18.1% | +22.8% | -4.7% | +4.3% |
| YTD | +37.6% | +38.9% | -1.2% | +12.9% |
| 1Y | +39.4% | +34.1% | +5.3% | +16.6% |
| 3Y | +40.1% | +98.8% | -58.7% | -11.6% |
| 5Y | +141.3% | +246.8% | -105.5% | +7.8% |
| All | +141.3% | +241.7% | -100.4% | +7.8% |
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 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