+122.1%
BP vs FIVE
+478.4%
-356.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.4% |
| 7D | +3.9% | +4.3% | -0.3% | +3.1% |
| 30D | +7.6% | +12.5% | -4.9% | +5.0% |
| 3M | +0.7% | +31.2% | -30.5% | -4.9% |
| 6M | +15.5% | +14.4% | +1.1% | +11.1% |
| YTD | +30.8% | +33.9% | -3.1% | +21.7% |
| 1Y | +34.3% | +65.1% | -30.7% | +19.2% |
| 3Y | +35.1% | +49.0% | -13.9% | +16.0% |
| 5Y | +126.8% | +30.3% | +96.5% | +93.1% |
| All | +122.1% | +478.4% | -356.3% | +30.3% |
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