+81.0%
F vs BP
+132.1%
-51.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.6% | -6.9% | +6.2% | +2.4% |
| 30D | +2.9% | -3.6% | +6.5% | +4.1% |
| 3M | -9.5% | +8.4% | -17.9% | -13.6% |
| 6M | +4.0% | +5.3% | -1.3% | -0.6% |
| YTD | -1.3% | +33.2% | -34.4% | -17.6% |
| 1Y | -1.9% | +28.2% | -30.1% | -16.8% |
| 3Y | +53.5% | +49.2% | +4.2% | +17.8% |
| 5Y | -15.1% | +102.9% | -118.0% | -46.3% |
| 10Y | +81.0% | +127.7% | -46.7% | +3.5% |
| All | +81.0% | +132.1% | -51.2% | +3.5% |
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