+121.7%
BP vs P
+705.1%
-583.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +3.9% | +6.5% | -2.6% | +2.9% |
| 30D | +7.6% | +18.8% | -11.2% | +4.5% |
| 3M | +0.7% | +26.7% | -26.0% | -3.8% |
| 6M | +15.5% | +62.2% | -46.7% | +5.3% |
| YTD | +30.8% | +48.5% | -17.7% | +20.3% |
| 1Y | +34.3% | +26.4% | +7.9% | +24.6% |
| 3Y | +35.1% | +159.4% | -124.4% | +3.4% |
| 5Y | +126.8% | +275.8% | -149.0% | +54.6% |
| All | +121.7% | +705.1% | -583.4% | +21.9% |
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