+484.0%
V vs BP
+143.9%
+340.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +0.9% | +3.8% | -2.9% | -0.1% |
| 30D | +9.0% | -5.3% | +14.3% | +10.4% |
| 3M | +16.7% | +9.3% | +7.5% | +13.2% |
| 6M | +33.4% | +7.2% | +26.2% | +29.4% |
| YTD | +22.4% | +38.0% | -15.7% | +8.7% |
| 1Y | +27.7% | +33.2% | -5.5% | +14.5% |
| 3Y | +78.0% | +50.3% | +27.7% | +50.4% |
| 5Y | +108.5% | +114.1% | -5.6% | +50.4% |
| All | +484.0% | +143.9% | +340.1% | +322.8% |
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