+1,414.8%
BP vs ETR
+4,604.0%
-3,189.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.8% | +1.2% | +2.6% | +3.4% |
| 30D | -5.3% | +7.0% | -12.3% | -7.6% |
| 3M | +9.3% | +4.6% | +4.7% | +7.3% |
| 6M | +7.2% | +0.1% | +7.1% | +6.7% |
| YTD | +38.0% | +23.2% | +14.9% | +27.1% |
| 1Y | +33.2% | +20.6% | +12.6% | +23.5% |
| 3Y | +50.3% | +156.3% | -106.0% | +3.9% |
| 5Y | +114.1% | +159.6% | -45.6% | +45.1% |
| 10Y | +140.7% | +377.1% | -236.4% | +29.7% |
| All | +1,414.8% | +4,604.0% | -3,189.2% | +480.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling