+134.7%
BP vs FIVE
+868.1%
-733.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.3% |
| 7D | +3.9% | +4.3% | -0.3% | +3.2% |
| 30D | +7.6% | +12.5% | -4.9% | +5.2% |
| 3M | +0.7% | +31.2% | -30.5% | -4.3% |
| 6M | +15.5% | +14.4% | +1.1% | +11.5% |
| YTD | +30.8% | +33.9% | -3.1% | +22.7% |
| 1Y | +34.3% | +65.1% | -30.7% | +20.8% |
| 3Y | +35.1% | +49.0% | -13.9% | +17.7% |
| 5Y | +126.8% | +30.3% | +96.5% | +96.2% |
| 10Y | +123.4% | +481.1% | -357.7% | +42.1% |
| All | +134.7% | +868.1% | -733.4% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling