+217.0%
W vs BP
+124.7%
+92.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +1.1% | -6.3% | +7.4% | +3.6% |
| 30D | +6.4% | -3.6% | +10.0% | +7.5% |
| 3M | +9.0% | +5.2% | +3.7% | +5.4% |
| 6M | +69.8% | +5.3% | +64.5% | +60.1% |
| YTD | +12.1% | +33.1% | -21.1% | -8.1% |
| 1Y | 0.0% | +26.3% | -26.3% | -16.1% |
| 3Y | +160.3% | +47.5% | +112.8% | +101.1% |
| 5Y | -53.3% | +106.2% | -159.5% | -70.8% |
| 10Y | +217.0% | +127.0% | +90.0% | +83.9% |
| All | +217.0% | +124.7% | +92.3% | +83.9% |
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