+26.3%
BP vs M
+25.7%
+0.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -8.0% | +0.9% |
| 7D | -6.9% | +2.5% | -9.4% | -6.5% |
| 30D | -3.6% | +10.1% | -13.6% | -2.5% |
| 3M | +8.4% | -0.9% | +9.4% | +9.0% |
| 6M | +5.3% | +30.2% | -24.8% | +7.5% |
| YTD | +33.2% | +16.3% | +16.9% | +37.0% |
| All | +26.3% | +25.7% | +0.6% | +30.7% |
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 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