+139.4%
BP vs FIVE
+504.2%
-364.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.6% | +2.7% | 0.0% | +2.1% |
| 30D | -6.4% | +12.7% | -19.0% | -8.6% |
| 3M | +8.0% | +2.1% | +6.0% | +7.1% |
| 6M | +6.0% | +17.5% | -11.5% | +1.6% |
| YTD | +36.5% | +31.0% | +5.5% | +27.0% |
| 1Y | +31.7% | +67.7% | -36.0% | +16.4% |
| 3Y | +48.6% | +43.4% | +5.2% | +28.5% |
| 5Y | +111.7% | +18.1% | +93.6% | +85.2% |
| All | +139.4% | +504.2% | -364.7% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling