+300.7%
BP vs FE
+566.1%
-265.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -11.2% | +0.6% | -11.8% | -11.4% |
| 30D | -0.7% | +6.4% | -7.1% | -2.9% |
| 3M | +9.8% | -0.5% | +10.3% | +9.8% |
| 6M | -1.6% | +4.7% | -6.3% | -3.6% |
| YTD | +33.5% | +8.4% | +25.1% | +28.9% |
| 1Y | +31.7% | +7.2% | +24.5% | +27.6% |
| 3Y | +45.1% | +44.9% | +0.3% | +23.9% |
| 5Y | +105.9% | +46.3% | +59.6% | +73.0% |
| 10Y | +134.4% | +110.3% | +24.2% | +63.1% |
| All | +300.7% | +566.1% | -265.4% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling