+34.3%
BP vs FE
+11.4%
+22.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +3.9% | +1.9% | +2.0% | +3.8% |
| 30D | +7.6% | -1.2% | +8.8% | +7.7% |
| 3M | +0.7% | +3.5% | -2.8% | +0.7% |
| 6M | +15.5% | -6.1% | +21.5% | +15.6% |
| YTD | +30.8% | +7.6% | +23.2% | +28.5% |
| 1Y | +34.3% | +11.9% | +22.4% | +29.0% |
| All | +34.3% | +11.4% | +22.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling