+36.6%
BP vs M
+36.6%
0.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.6% | -11.8% | -3.4% |
| 7D | -8.4% | +8.3% | -16.7% | -7.6% |
| 30D | +2.2% | +14.2% | -12.0% | +3.7% |
| 3M | +8.8% | -1.1% | +9.9% | +9.4% |
| 6M | -0.5% | +36.6% | -37.1% | +1.5% |
| YTD | +36.2% | +19.8% | +16.4% | +40.3% |
| 1Y | +36.6% | +37.2% | -0.6% | +40.0% |
| All | +36.6% | +36.6% | 0.0% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling