+53.9%
F vs BP
+128.1%
-74.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.3% |
| 7D | +5.3% | +3.9% | +1.4% | +3.9% |
| 30D | +4.6% | +7.6% | -3.0% | +1.8% |
| 3M | -3.7% | +0.7% | -4.4% | -4.3% |
| 6M | +16.8% | +15.5% | +1.3% | +7.7% |
| YTD | +15.3% | +30.8% | -15.5% | -0.1% |
| 1Y | +31.0% | +34.3% | -3.3% | +11.5% |
| 3Y | +45.4% | +35.1% | +10.4% | +20.8% |
| All | +53.9% | +128.1% | -74.2% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling