+615.0%
F vs BP
+1,327.5%
-712.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.2% |
| 7D | +5.3% | +3.9% | +1.4% | +3.6% |
| 30D | +4.6% | +7.6% | -3.0% | +1.2% |
| 3M | -3.7% | +0.7% | -4.4% | -4.7% |
| 6M | +16.8% | +15.5% | +1.3% | +7.3% |
| YTD | +15.3% | +30.8% | -15.5% | -0.1% |
| 1Y | +31.0% | +34.3% | -3.3% | +11.6% |
| 3Y | +45.4% | +35.1% | +10.4% | +21.6% |
| 5Y | +54.7% | +126.8% | -72.2% | +1.5% |
| 10Y | +98.2% | +123.4% | -25.1% | +24.3% |
| All | +615.0% | +1,327.5% | -712.5% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling