-12.5%
F vs BP
+101.9%
-114.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.0% | -6.3% | +7.3% | +3.0% |
| 30D | +2.1% | -3.6% | +5.7% | +2.9% |
| 3M | -10.3% | +5.2% | -15.5% | -12.4% |
| 6M | +3.3% | +5.3% | -2.1% | -0.1% |
| YTD | -2.0% | +33.1% | -35.1% | -16.0% |
| 1Y | -2.3% | +26.3% | -28.6% | -14.4% |
| 3Y | +49.9% | +47.5% | +2.4% | +19.2% |
| 5Y | -12.5% | +106.2% | -118.6% | -46.2% |
| All | -12.5% | +101.9% | -114.4% | -46.2% |
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