+96.2%
BP vs ET
+1,310.3%
-1,214.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.8% | +2.5% | +1.3% | +2.8% |
| 30D | -5.3% | -2.5% | -2.8% | -4.4% |
| 3M | +9.3% | -4.9% | +14.1% | +11.3% |
| 6M | +7.2% | -0.1% | +7.3% | +7.4% |
| YTD | +38.0% | +26.2% | +11.8% | +27.0% |
| 1Y | +33.2% | +25.2% | +8.0% | +23.0% |
| 3Y | +50.3% | +84.2% | -33.9% | +19.9% |
| 5Y | +114.1% | +216.1% | -102.0% | +41.6% |
| 10Y | +140.7% | +160.7% | -19.9% | +57.6% |
| All | +96.2% | +1,310.3% | -1,214.0% | -58.8% |
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 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