+188.1%
BP vs VO
+827.2%
-639.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | +3.9% | -0.3% | +4.2% | +4.1% |
| 30D | +7.6% | -0.3% | +8.0% | +7.8% |
| 3M | +0.7% | +2.9% | -2.2% | -2.3% |
| 6M | +15.5% | +9.3% | +6.1% | +5.7% |
| YTD | +30.8% | +14.2% | +16.6% | +15.2% |
| 1Y | +34.3% | +15.3% | +19.1% | +17.0% |
| 3Y | +35.1% | +56.2% | -21.2% | -11.2% |
| 5Y | +126.8% | +42.4% | +84.4% | +58.2% |
| 10Y | +123.4% | +194.7% | -71.4% | -18.2% |
| All | +188.1% | +827.2% | -639.1% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 all: compounded portfolio wealth divided by compounded VO 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…
all analysis · Full analysis span regression · 6 months rolling