+2,340.5%
EXC vs BP
+1,327.5%
+1,013.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +0.3% | +3.9% | -3.7% | -0.8% |
| 30D | -3.7% | +7.6% | -11.3% | -5.7% |
| 3M | -1.3% | +0.7% | -2.0% | -1.9% |
| 6M | -9.7% | +15.5% | -25.2% | -13.9% |
| YTD | +2.9% | +30.8% | -27.9% | -5.5% |
| 1Y | +4.4% | +34.3% | -29.9% | -5.1% |
| 3Y | +22.2% | +35.1% | -12.8% | +8.8% |
| 5Y | +46.7% | +126.8% | -80.1% | +9.1% |
| 10Y | +155.3% | +123.4% | +32.0% | +79.6% |
| All | +2,340.5% | +1,327.5% | +1,013.0% | +1,168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling