+108.3%
V vs BP
+113.6%
-5.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +0.9% | +3.8% | -2.9% | +0.4% |
| 30D | +9.0% | -5.3% | +14.3% | +9.7% |
| 3M | +16.7% | +9.3% | +7.5% | +14.7% |
| 6M | +33.4% | +7.2% | +26.2% | +31.3% |
| YTD | +22.4% | +38.0% | -15.7% | +13.9% |
| 1Y | +27.7% | +33.2% | -5.5% | +19.6% |
| 3Y | +78.0% | +50.3% | +27.7% | +59.8% |
| All | +108.3% | +113.6% | -5.3% | +62.1% |
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