+208.8%
C vs BP
+124.7%
+84.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -0.4% | -6.3% | +6.0% | +3.0% |
| 30D | -5.2% | -3.6% | -1.6% | -3.9% |
| 3M | -9.1% | +5.2% | -14.3% | -12.6% |
| 6M | -1.6% | +5.3% | -6.9% | -6.7% |
| YTD | +6.9% | +33.1% | -26.2% | -13.2% |
| 1Y | +23.0% | +26.3% | -3.3% | +2.6% |
| 3Y | +216.1% | +47.5% | +168.6% | +133.2% |
| 5Y | +112.2% | +106.2% | +6.1% | +19.9% |
| 10Y | +208.8% | +127.0% | +81.8% | +63.2% |
| All | +208.8% | +124.7% | +84.1% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling