+121.7%
BP vs M
-1.9%
+123.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | +3.9% | +4.7% | -0.8% | +3.1% |
| 30D | +7.6% | -9.6% | +17.3% | +9.4% |
| 3M | +0.7% | +0.9% | -0.1% | 0.0% |
| 6M | +15.5% | +22.3% | -6.8% | +10.2% |
| YTD | +30.8% | +6.5% | +24.3% | +27.6% |
| 1Y | +34.3% | +38.8% | -4.5% | +24.1% |
| 3Y | +35.1% | +115.9% | -80.9% | +9.0% |
| 5Y | +126.8% | +28.6% | +98.2% | +88.7% |
| All | +121.7% | -1.9% | +123.6% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling