+44.5%
F vs BP
+43.3%
+1.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | +1.4% | -11.2% | +12.6% | +3.0% |
| 30D | +2.0% | -0.7% | +2.7% | +1.8% |
| 3M | -10.4% | +9.8% | -20.2% | -12.2% |
| 6M | +9.7% | -1.6% | +11.3% | +9.6% |
| YTD | -1.2% | +33.5% | -34.7% | -12.4% |
| 1Y | 0.0% | +31.7% | -31.7% | -11.0% |
| All | +44.5% | +43.3% | +1.2% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling