+119.2%
BP vs S
-49.1%
+168.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -6.3% | +1.4% | -7.7% | -6.4% |
| 30D | -3.6% | -10.8% | +7.2% | -3.4% |
| 3M | +5.2% | +5.4% | -0.2% | +5.0% |
| 6M | +5.3% | +41.2% | -35.9% | +4.1% |
| YTD | +33.1% | +56.2% | -23.1% | +31.1% |
| 1Y | +26.3% | +36.3% | -10.0% | +24.8% |
| 3Y | +47.5% | +49.4% | -1.9% | +44.6% |
| 5Y | +106.2% | -66.9% | +173.0% | +99.8% |
| All | +119.2% | -49.1% | +168.3% | +120.3% |
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