+299.2%
BP vs FE
+556.6%
-257.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -11.6% | -1.0% | -10.6% | -11.3% |
| 30D | 0.0% | +4.1% | -4.1% | -1.4% |
| 3M | +6.7% | -1.0% | +7.8% | +6.9% |
| 6M | +2.2% | +4.0% | -1.8% | +0.3% |
| YTD | +33.0% | +6.8% | +26.2% | +29.0% |
| 1Y | +30.7% | +5.3% | +25.4% | +27.5% |
| 3Y | +44.2% | +44.6% | -0.4% | +23.2% |
| 5Y | +105.1% | +44.2% | +60.9% | +73.2% |
| 10Y | +133.5% | +107.3% | +26.3% | +63.3% |
| All | +299.2% | +556.6% | -257.4% | +104.4% |
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