+109.4%
BP vs FIVE
+19.0%
+90.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -3.1% | +17.4% | -20.5% | -4.6% |
| 3M | +6.2% | +7.0% | -0.9% | +5.2% |
| 6M | +4.8% | +20.5% | -15.7% | +2.4% |
| YTD | +35.2% | +33.1% | +2.0% | +30.0% |
| 1Y | +27.4% | +67.1% | -39.7% | +19.4% |
| 3Y | +49.8% | +41.9% | +7.9% | +38.0% |
| 5Y | +109.4% | +21.1% | +88.3% | +101.6% |
| All | +109.4% | +19.0% | +90.3% | +101.6% |
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