+127.7%
BP vs M
+3.7%
+124.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -8.0% | -1.2% |
| 7D | -6.9% | +2.5% | -9.4% | -7.5% |
| 30D | -3.6% | +10.1% | -13.6% | -5.5% |
| 3M | +8.4% | -0.9% | +9.4% | +8.0% |
| 6M | +5.3% | +30.2% | -24.8% | -0.8% |
| YTD | +33.2% | +16.3% | +16.9% | +27.3% |
| 1Y | +28.2% | +27.0% | +1.2% | +20.2% |
| 3Y | +49.2% | +154.5% | -105.2% | +16.5% |
| 5Y | +102.9% | -1.1% | +103.9% | +80.7% |
| 10Y | +127.7% | +0.5% | +127.2% | +41.4% |
| All | +127.7% | +3.7% | +124.0% | +41.4% |
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