+138.6%
BP vs FIVE
+822.5%
-683.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -11.6% | -0.3% | -11.4% | -11.7% |
| 30D | 0.0% | +17.7% | -17.6% | -2.8% |
| 3M | +6.7% | +4.0% | +2.8% | +5.5% |
| 6M | +2.2% | +2.6% | -0.5% | +0.7% |
| YTD | +33.0% | +27.6% | +5.4% | +25.4% |
| 1Y | +30.7% | +59.9% | -29.2% | +18.2% |
| 3Y | +44.2% | +35.8% | +8.4% | +27.7% |
| 5Y | +105.1% | +14.4% | +90.7% | +82.2% |
| 10Y | +133.5% | +576.1% | -442.6% | +46.4% |
| All | +138.6% | +822.5% | -683.9% | +34.7% |
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