+72.2%
V vs BP
+128.1%
-56.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -1.7% | +3.9% | -5.6% | -2.4% |
| 30D | +2.0% | +7.6% | -5.7% | +0.6% |
| 3M | +17.4% | +0.7% | +16.7% | +16.9% |
| 6M | +17.5% | +15.5% | +2.0% | +13.6% |
| YTD | +7.6% | +30.8% | -23.2% | +1.2% |
| 1Y | +7.7% | +34.3% | -26.6% | +0.4% |
| 3Y | +54.7% | +35.1% | +19.6% | +41.9% |
| All | +72.2% | +128.1% | -56.0% | +36.7% |
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 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