+127.0%
BP vs M
-3.0%
+130.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -6.3% | +5.0% | -11.3% | -7.3% |
| 30D | -3.6% | +10.6% | -14.2% | -5.6% |
| 3M | +5.2% | +1.6% | +3.7% | +4.4% |
| 6M | +5.3% | +30.8% | -25.5% | -0.9% |
| YTD | +33.1% | +16.9% | +16.2% | +27.1% |
| 1Y | +26.3% | +26.3% | 0.0% | +18.6% |
| 3Y | +47.5% | +158.6% | -111.1% | +14.8% |
| 5Y | +106.2% | +2.1% | +104.1% | +82.4% |
| 10Y | +127.0% | -4.3% | +131.3% | +39.7% |
| All | +127.0% | -3.0% | +130.0% | +39.7% |
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