+135.8%
BP vs ETR
+129.9%
+5.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.3% | +2.2% |
| 7D | +0.9% | +1.4% | -0.5% | +0.6% |
| 30D | +9.1% | +1.9% | +7.3% | +8.7% |
| 3M | +3.9% | +1.0% | +2.9% | +3.6% |
| 6M | +13.6% | +4.8% | +8.8% | +12.1% |
| YTD | +34.0% | +19.5% | +14.5% | +28.1% |
| 1Y | +39.2% | +28.1% | +11.1% | +30.8% |
| 3Y | +36.4% | +151.1% | -114.7% | +6.8% |
| 5Y | +135.8% | +125.2% | +10.6% | +80.8% |
| All | +135.8% | +129.9% | +5.9% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling