+127.0%
BP vs P
+691.2%
-564.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -6.3% | -13.3% | +7.0% | -4.6% |
| 30D | -3.6% | -34.0% | +30.4% | +1.5% |
| 3M | +5.2% | +4.1% | +1.2% | +3.1% |
| 6M | +5.3% | +30.5% | -25.2% | -1.5% |
| YTD | +33.1% | +52.2% | -19.1% | +20.6% |
| 1Y | +26.3% | +10.3% | +16.0% | +18.9% |
| 3Y | +47.5% | +180.9% | -133.4% | +10.1% |
| 5Y | +106.2% | +259.7% | -153.5% | +40.6% |
| 10Y | +127.0% | +652.6% | -525.7% | +20.7% |
| All | +127.0% | +691.2% | -564.2% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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