+512.8%
F vs BP
+1,356.5%
-843.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.3% |
| 7D | +1.4% | -11.2% | +12.6% | +6.2% |
| 30D | +2.0% | -0.7% | +2.7% | +1.9% |
| 3M | -10.4% | +9.8% | -20.2% | -14.6% |
| 6M | +9.7% | -1.6% | +11.3% | +8.2% |
| YTD | -1.2% | +33.5% | -34.7% | -15.7% |
| 1Y | 0.0% | +31.7% | -31.7% | -14.4% |
| 3Y | +41.1% | +45.1% | -4.0% | +13.9% |
| 5Y | -11.4% | +105.9% | -117.4% | -39.7% |
| 10Y | +85.0% | +134.4% | -49.5% | +13.1% |
| All | +512.8% | +1,356.5% | -843.7% | +111.4% |
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