-6.1%
F vs BP
+31.6%
-37.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.3% |
| 7D | -3.1% | +3.8% | -6.9% | -2.3% |
| 30D | 0.0% | -5.3% | +5.3% | -1.1% |
| 3M | -13.2% | +9.3% | -22.5% | -11.0% |
| 6M | -10.2% | +7.2% | -17.4% | -8.4% |
| YTD | -4.9% | +38.0% | -43.0% | -5.6% |
| 1Y | -6.1% | +33.2% | -39.3% | -5.5% |
| All | -6.1% | +31.6% | -37.7% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling