+376.8%
V vs BP
+126.3%
+250.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.2% | -2.4% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | +1.9% | +9.1% | -7.2% | -0.8% |
| 3M | +15.5% | +3.9% | +11.6% | +13.6% |
| 6M | +16.6% | +13.6% | +3.0% | +11.0% |
| YTD | +5.7% | +34.0% | -28.3% | -4.9% |
| 1Y | +8.6% | +39.2% | -30.6% | -4.0% |
| 3Y | +52.5% | +36.4% | +16.1% | +33.2% |
| 5Y | +67.1% | +135.8% | -68.7% | +16.1% |
| 10Y | +376.8% | +125.0% | +251.8% | +228.2% |
| All | +376.8% | +126.3% | +250.5% | +228.2% |
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