+870.1%
BX vs BP
+77.1%
+793.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.7% | -6.3% | +10.0% | +7.1% |
| 30D | +8.2% | -3.6% | +11.8% | +9.6% |
| 3M | -12.7% | +5.2% | -17.9% | -16.3% |
| 6M | +1.0% | +5.3% | -4.4% | -4.6% |
| YTD | -17.2% | +33.1% | -50.4% | -32.6% |
| 1Y | -11.6% | +26.3% | -37.9% | -26.0% |
| 3Y | +36.8% | +47.5% | -10.8% | +2.1% |
| 5Y | +4.8% | +106.2% | -101.4% | -38.2% |
| 10Y | +672.8% | +127.0% | +545.8% | +270.7% |
| All | +870.1% | +77.1% | +793.0% | +321.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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