+192.7%
EXC vs BP
+141.7%
+50.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -1.9% | +2.5% | -4.4% | -2.5% |
| 30D | +7.8% | -5.6% | +13.4% | +9.0% |
| 3M | +1.9% | +8.0% | -6.2% | -0.2% |
| 6M | +3.4% | +5.7% | -2.3% | +1.4% |
| YTD | +7.6% | +36.8% | -29.2% | -1.5% |
| 1Y | +2.1% | +30.7% | -28.6% | -5.6% |
| 3Y | +29.6% | +51.6% | -22.0% | +13.5% |
| 5Y | +39.5% | +112.2% | -72.7% | +6.9% |
| All | +192.7% | +141.7% | +50.9% | +109.3% |
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