+243.6%
W vs BP
+132.1%
+111.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | +3.3% | -6.9% | +10.2% | +6.1% |
| 30D | +10.5% | -3.6% | +14.1% | +11.7% |
| 3M | +9.6% | +8.4% | +1.2% | +4.7% |
| 6M | +76.4% | +5.3% | +71.0% | +66.2% |
| YTD | +16.4% | +33.2% | -16.8% | -4.6% |
| 1Y | +9.3% | +28.2% | -18.8% | -8.9% |
| 3Y | +172.8% | +49.2% | +123.6% | +109.6% |
| 5Y | -53.4% | +102.9% | -156.2% | -70.6% |
| 10Y | +243.6% | +127.7% | +116.0% | +99.5% |
| All | +243.6% | +132.1% | +111.5% | +99.5% |
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