+125.3%
BP vs S
-51.5%
+176.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.3% | +7.5% | +1.4% |
| 7D | +2.5% | +4.1% | -1.6% | +2.4% |
| 30D | -5.6% | -7.2% | +1.6% | -5.5% |
| 3M | +8.0% | 0.0% | +8.1% | +7.9% |
| 6M | +5.7% | +41.6% | -36.0% | +4.4% |
| YTD | +36.8% | +48.6% | -11.8% | +34.9% |
| 1Y | +30.7% | +30.0% | +0.7% | +29.4% |
| 3Y | +51.6% | +42.2% | +9.5% | +48.8% |
| 5Y | +112.2% | -70.8% | +183.0% | +105.4% |
| All | +125.3% | -51.5% | +176.9% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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