-3.5%
F vs BP
+28.1%
-31.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.2% | -6.3% | +6.1% | -1.7% |
| 30D | +0.9% | -3.6% | +4.5% | +0.2% |
| 3M | -11.3% | +5.2% | -16.6% | -9.9% |
| 6M | +2.0% | +5.3% | -3.3% | +3.6% |
| YTD | -3.2% | +33.1% | -36.3% | -4.7% |
| 1Y | -3.5% | +26.3% | -29.7% | -3.1% |
| All | -3.5% | +28.1% | -31.5% | -3.1% |
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