+141.5%
W vs BP
+126.3%
+15.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.5% |
| 7D | +6.5% | +0.9% | +5.6% | +6.1% |
| 30D | -6.2% | +9.1% | -15.4% | -10.0% |
| 3M | +48.9% | +3.9% | +45.0% | +43.3% |
| 6M | +31.2% | +13.6% | +17.6% | +18.4% |
| YTD | -0.4% | +34.0% | -34.5% | -18.0% |
| 1Y | +14.8% | +39.2% | -24.3% | -7.8% |
| 3Y | +40.5% | +36.4% | +4.1% | +13.0% |
| 5Y | -62.1% | +135.8% | -197.9% | -77.9% |
| 10Y | +141.5% | +125.0% | +16.5% | +37.8% |
| All | +141.5% | +126.3% | +15.3% | +37.8% |
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