-37.5%
U vs BP
+217.2%
-254.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.2% |
| 7D | +4.5% | +0.9% | +3.6% | +4.3% |
| 30D | -0.6% | +9.1% | -9.7% | -2.1% |
| 3M | +48.4% | +3.9% | +44.5% | +47.1% |
| 6M | +115.4% | +13.6% | +101.7% | +108.7% |
| YTD | -3.2% | +34.0% | -37.2% | -10.3% |
| 1Y | -6.0% | +39.2% | -45.2% | -13.8% |
| 3Y | +13.5% | +36.4% | -23.0% | +3.0% |
| 5Y | -68.0% | +135.8% | -203.8% | -71.1% |
| All | -37.5% | +217.2% | -254.7% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling