+239.8%
EW vs BP
+132.1%
+107.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +12.3% | -6.9% | +19.1% | +13.7% |
| 30D | +22.9% | -3.6% | +26.5% | +23.4% |
| 3M | +16.7% | +8.4% | +8.3% | +14.3% |
| 6M | +31.0% | +5.3% | +25.6% | +28.5% |
| YTD | +22.8% | +33.2% | -10.3% | +14.1% |
| 1Y | +25.6% | +28.2% | -2.6% | +17.4% |
| 3Y | +62.0% | +49.2% | +12.7% | +43.9% |
| 5Y | -12.8% | +102.9% | -115.6% | -30.7% |
| 10Y | +239.8% | +127.7% | +112.1% | +145.9% |
| All | +239.8% | +132.1% | +107.6% | +145.9% |
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