+93.9%
BP vs ET
+1,447.8%
-1,353.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | +4.0% | +0.6% | +3.3% | +3.7% |
| 30D | +7.8% | +5.3% | +2.5% | +5.8% |
| 3M | +8.4% | +15.6% | -7.3% | +2.8% |
| 6M | +15.1% | +20.6% | -5.6% | +7.6% |
| YTD | +36.4% | +38.5% | -2.1% | +21.3% |
| 1Y | +40.9% | +35.7% | +5.2% | +26.2% |
| 3Y | +38.8% | +98.4% | -59.5% | +7.8% |
| 5Y | +141.1% | +245.3% | -104.2% | +54.0% |
| 10Y | +133.9% | +173.7% | -39.8% | +49.0% |
| All | +93.9% | +1,447.8% | -1,353.9% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling