+449.7%
V vs BP
+131.5%
+318.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.2% | -11.6% | +13.8% | +5.7% |
| 30D | +13.6% | 0.0% | +13.5% | +13.2% |
| 3M | +14.3% | +6.7% | +7.6% | +11.5% |
| 6M | +33.1% | +2.2% | +30.9% | +30.9% |
| YTD | +21.2% | +33.0% | -11.7% | +8.9% |
| 1Y | +26.4% | +30.7% | -4.3% | +13.9% |
| 3Y | +77.6% | +44.2% | +33.4% | +51.9% |
| 5Y | +102.6% | +105.1% | -2.5% | +47.9% |
| All | +449.7% | +131.5% | +318.2% | +294.0% |
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