+121.7%
EW vs BP
+126.3%
-4.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -6.0% | -4.0% |
| 7D | -4.4% | +0.9% | -5.4% | -4.6% |
| 30D | -3.3% | +9.1% | -12.5% | -5.1% |
| 3M | +1.0% | +3.9% | -2.9% | -0.1% |
| 6M | +6.2% | +13.6% | -7.4% | +2.6% |
| YTD | +1.7% | +34.0% | -32.3% | -5.4% |
| 1Y | +8.1% | +39.2% | -31.1% | -0.5% |
| 3Y | +17.1% | +36.4% | -19.3% | +6.5% |
| 5Y | -29.4% | +135.8% | -165.1% | -46.5% |
| 10Y | +121.7% | +125.0% | -3.3% | +56.9% |
| All | +121.7% | +126.3% | -4.5% | +56.9% |
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 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