+135.7%
BP vs P
+686.0%
-550.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | +0.9% |
| 7D | -0.8% | -4.7% | +3.9% | -0.3% |
| 30D | -3.1% | -31.4% | +28.3% | +1.5% |
| 3M | +6.2% | -2.6% | +8.8% | +5.1% |
| 6M | +4.8% | +21.9% | -17.1% | -0.9% |
| YTD | +35.2% | +58.9% | -23.8% | +21.6% |
| 1Y | +27.4% | +21.7% | +5.7% | +18.1% |
| 3Y | +49.8% | +193.3% | -143.6% | +11.0% |
| 5Y | +109.4% | +275.1% | -165.7% | +41.7% |
| 10Y | +135.7% | +655.3% | -519.6% | +24.6% |
| All | +135.7% | +686.0% | -550.3% | +24.6% |
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