+271.2%
EW vs BP
+143.9%
+127.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +4.9% | +3.8% | +1.1% | +4.2% |
| 30D | +23.9% | -5.3% | +29.2% | +25.0% |
| 3M | +15.8% | +9.3% | +6.5% | +13.3% |
| 6M | +31.7% | +7.2% | +24.4% | +28.9% |
| YTD | +25.7% | +38.0% | -12.4% | +16.0% |
| 1Y | +24.4% | +33.2% | -8.8% | +15.6% |
| 3Y | +65.9% | +50.3% | +15.6% | +47.5% |
| 5Y | -7.6% | +114.1% | -121.7% | -27.4% |
| All | +271.2% | +143.9% | +127.4% | +175.6% |
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