+47.5%
BP vs FE
+47.6%
-0.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -6.3% | -0.5% | -5.8% | -6.3% |
| 30D | -3.6% | +4.3% | -7.9% | -3.9% |
| 3M | +5.2% | +0.4% | +4.8% | +5.2% |
| 6M | +5.3% | +6.9% | -1.6% | +4.6% |
| YTD | +33.1% | +8.0% | +25.1% | +31.8% |
| 1Y | +26.3% | +4.8% | +21.5% | +25.4% |
| 3Y | +47.5% | +49.0% | -1.4% | +39.7% |
| All | +47.5% | +47.6% | -0.1% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling