+40.4%
EXC vs BP
+113.6%
-73.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +1.4% | +3.8% | -2.4% | +1.1% |
| 30D | +8.6% | -5.3% | +13.9% | +9.0% |
| 3M | +2.4% | +9.3% | -6.9% | +1.6% |
| 6M | +6.5% | +7.2% | -0.8% | +5.6% |
| YTD | +9.0% | +38.0% | -29.0% | +5.4% |
| 1Y | +4.6% | +33.2% | -28.6% | +1.4% |
| 3Y | +33.5% | +50.3% | -16.8% | +27.1% |
| All | +40.4% | +113.6% | -73.2% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling