+151.5%
EXC vs BP
+126.3%
+25.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.2% |
| 7D | +1.2% | +0.9% | +0.3% | +1.0% |
| 30D | -2.7% | +9.1% | -11.9% | -4.8% |
| 3M | -1.0% | +3.9% | -4.9% | -2.2% |
| 6M | -9.3% | +13.6% | -22.9% | -12.6% |
| YTD | +3.6% | +34.0% | -30.4% | -4.5% |
| 1Y | +5.9% | +39.2% | -33.3% | -3.5% |
| 3Y | +21.3% | +36.4% | -15.1% | +9.3% |
| 5Y | +46.2% | +135.8% | -89.6% | +7.8% |
| 10Y | +151.5% | +125.0% | +26.4% | +69.7% |
| All | +151.5% | +126.3% | +25.2% | +69.7% |
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