+188.1%
BP vs ITOT
+891.2%
-703.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +3.0% |
| 7D | +0.9% | +0.7% | +0.3% | +0.3% |
| 30D | +9.1% | -1.1% | +10.2% | +10.1% |
| 3M | +3.9% | +3.9% | 0.0% | -0.4% |
| 6M | +13.6% | +14.7% | -1.1% | -1.6% |
| YTD | +34.0% | +13.3% | +20.7% | +17.3% |
| 1Y | +39.2% | +19.1% | +20.0% | +15.8% |
| 3Y | +36.4% | +77.3% | -40.9% | -24.1% |
| 5Y | +135.8% | +74.1% | +61.7% | +30.2% |
| 10Y | +125.0% | +293.1% | -168.1% | -44.8% |
| All | +188.1% | +891.2% | -703.0% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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