+140.1%
BP vs FE
+123.7%
+16.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | -5.6% | +3.9% | -9.5% | -6.6% |
| 3M | +8.0% | -0.1% | +8.1% | +8.0% |
| 6M | +5.7% | +6.1% | -0.4% | +3.5% |
| YTD | +36.8% | +8.1% | +28.8% | +33.1% |
| 1Y | +30.7% | +4.4% | +26.3% | +28.4% |
| 3Y | +51.6% | +49.0% | +2.6% | +31.5% |
| 5Y | +112.2% | +46.1% | +66.1% | +83.4% |
| All | +140.1% | +123.7% | +16.4% | +105.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling