+3,310.4%
V vs BP
+93.1%
+3,217.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.2% | -11.6% | +13.8% | +6.4% |
| 30D | +13.6% | 0.0% | +13.5% | +13.2% |
| 3M | +14.3% | +6.7% | +7.6% | +11.0% |
| 6M | +33.1% | +2.2% | +30.9% | +30.4% |
| YTD | +21.2% | +33.0% | -11.7% | +6.8% |
| 1Y | +26.4% | +30.7% | -4.3% | +11.8% |
| 3Y | +77.6% | +44.2% | +33.4% | +47.9% |
| 5Y | +102.6% | +105.1% | -2.5% | +42.1% |
| 10Y | +464.4% | +133.5% | +330.9% | +246.2% |
| All | +3,310.4% | +93.1% | +3,217.3% | +1,899.6% |
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