+103.9%
BP vs FIVE
+14.2%
+89.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -11.6% | -0.3% | -11.4% | -11.6% |
| 30D | 0.0% | +17.7% | -17.6% | -1.5% |
| 3M | +6.7% | +4.0% | +2.8% | +6.1% |
| 6M | +2.2% | +2.6% | -0.5% | +1.4% |
| YTD | +33.0% | +27.6% | +5.4% | +28.4% |
| 1Y | +30.7% | +59.9% | -29.2% | +23.0% |
| 3Y | +44.2% | +35.8% | +8.4% | +33.4% |
| All | +103.9% | +14.2% | +89.7% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling