+140.1%
BP vs M
-8.5%
+148.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.6% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | -5.6% | +7.0% | -12.6% | -7.0% |
| 3M | +8.0% | +3.1% | +4.9% | +6.8% |
| 6M | +5.7% | +33.5% | -27.8% | -1.0% |
| YTD | +36.8% | +13.4% | +23.4% | +31.3% |
| 1Y | +30.7% | +22.4% | +8.3% | +23.4% |
| 3Y | +51.6% | +150.9% | -99.3% | +18.5% |
| 5Y | +112.2% | -3.0% | +115.3% | +89.6% |
| All | +140.1% | -8.5% | +148.5% | +50.9% |
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