+210.1%
W vs BP
+143.9%
+66.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | +0.2% | +3.8% | -3.6% | -1.3% |
| 30D | +6.8% | -5.3% | +12.1% | +8.7% |
| 3M | +10.7% | +9.3% | +1.4% | +5.5% |
| 6M | +86.3% | +7.2% | +79.1% | +74.8% |
| YTD | +11.5% | +38.0% | -26.6% | -10.0% |
| 1Y | +5.1% | +33.2% | -28.1% | -13.9% |
| 3Y | +171.0% | +50.3% | +120.7% | +108.1% |
| 5Y | -56.6% | +114.1% | -170.7% | -73.3% |
| All | +210.1% | +143.9% | +66.2% | +69.3% |
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