+132.0%
BP vs ETR
+303.8%
-171.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +2.2% |
| 7D | +4.0% | +0.4% | +3.6% | +3.8% |
| 30D | +7.8% | +2.0% | +5.8% | +7.0% |
| 3M | +8.4% | -1.7% | +10.1% | +8.9% |
| 6M | +15.1% | +3.6% | +11.5% | +12.8% |
| YTD | +36.4% | +18.0% | +18.4% | +27.0% |
| 1Y | +40.9% | +26.2% | +14.7% | +27.6% |
| 3Y | +38.8% | +148.0% | -109.2% | -7.0% |
| 5Y | +141.1% | +126.1% | +15.0% | +64.9% |
| All | +132.0% | +303.8% | -171.8% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling