+32.6%
NET vs BP
+111.6%
-79.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -1.2% |
| 7D | -16.4% | -8.4% | -8.0% | -13.9% |
| 30D | -25.8% | +2.2% | -28.1% | -26.5% |
| 3M | -11.5% | +8.8% | -20.3% | -14.6% |
| 6M | +18.9% | -0.5% | +19.4% | +18.1% |
| YTD | +35.2% | +36.2% | -1.0% | +17.5% |
| 1Y | +14.5% | +36.6% | -22.1% | -0.8% |
| 3Y | +313.8% | +48.1% | +265.7% | +240.9% |
| 5Y | +32.6% | +114.3% | -81.7% | -2.7% |
| All | +32.6% | +111.6% | -79.1% | -2.7% |
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