+2,926.4%
V vs BP
+90.0%
+2,836.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -1.7% | +3.9% | -5.6% | -3.1% |
| 30D | +2.0% | +7.6% | -5.7% | -0.8% |
| 3M | +17.4% | +0.7% | +16.7% | +16.2% |
| 6M | +17.5% | +15.5% | +2.0% | +10.1% |
| YTD | +7.6% | +30.8% | -23.2% | -4.2% |
| 1Y | +7.7% | +34.3% | -26.6% | -5.5% |
| 3Y | +54.7% | +35.1% | +19.6% | +32.3% |
| 5Y | +73.0% | +126.8% | -53.8% | +16.9% |
| 10Y | +390.9% | +123.4% | +267.5% | +207.5% |
| All | +2,926.4% | +90.0% | +2,836.5% | +1,693.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling