+134.0%
BP vs ETR
+298.4%
-164.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | +5.7% | -1.9% | +7.6% | +6.5% |
| 30D | +8.1% | -0.2% | +8.3% | +8.1% |
| 3M | +8.6% | -3.7% | +12.3% | +9.9% |
| 6M | +18.1% | +2.1% | +16.0% | +16.5% |
| YTD | +37.6% | +16.5% | +21.1% | +28.8% |
| 1Y | +39.4% | +22.5% | +16.9% | +27.7% |
| 3Y | +40.1% | +144.7% | -104.6% | -5.7% |
| 5Y | +141.3% | +125.2% | +16.1% | +65.1% |
| All | +134.0% | +298.4% | -164.3% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ETR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling