+36.6%
BP vs FIVE
+63.3%
-26.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.7% | -10.9% | -3.6% |
| 7D | -8.4% | +7.5% | -15.9% | -7.9% |
| 30D | +2.2% | +16.7% | -14.5% | +3.3% |
| 3M | +8.8% | +13.4% | -4.6% | +9.6% |
| 6M | -0.5% | +9.0% | -9.6% | +0.3% |
| YTD | +36.2% | +33.8% | +2.4% | +36.1% |
| 1Y | +36.6% | +61.2% | -24.6% | +36.7% |
| All | +36.6% | +63.3% | -26.7% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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