+40.1%
W vs BP
+33.3%
+6.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.5% |
| 7D | -4.2% | +3.9% | -8.1% | -4.7% |
| 30D | -7.6% | +7.6% | -15.2% | -8.7% |
| 3M | +37.2% | +0.7% | +36.5% | +36.8% |
| 6M | +26.3% | +15.5% | +10.8% | +14.3% |
| YTD | -1.0% | +30.8% | -31.8% | -17.4% |
| 1Y | +20.1% | +34.3% | -14.2% | -2.6% |
| All | +40.1% | +33.3% | +6.8% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling