-15.8%
F vs BP
+103.6%
-119.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +1.6% | -11.6% | +13.2% | +5.4% |
| 30D | +2.6% | 0.0% | +2.6% | +2.2% |
| 3M | -8.8% | +6.7% | -15.6% | -11.5% |
| 6M | +4.6% | +2.2% | +2.5% | +2.4% |
| YTD | -1.9% | +33.0% | -34.9% | -16.0% |
| 1Y | -0.8% | +30.7% | -31.5% | -14.5% |
| 3Y | +43.5% | +44.2% | -0.7% | +15.3% |
| All | -15.8% | +103.6% | -119.4% | -48.3% |
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