-55.9%
W vs BP
+113.6%
-169.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +0.2% | +3.8% | -3.6% | -0.7% |
| 30D | +6.8% | -5.3% | +12.1% | +7.9% |
| 3M | +10.7% | +9.3% | +1.4% | +7.6% |
| 6M | +86.3% | +7.2% | +79.1% | +79.4% |
| YTD | +11.5% | +38.0% | -26.6% | -6.5% |
| 1Y | +5.1% | +33.2% | -28.1% | -10.7% |
| 3Y | +171.0% | +50.3% | +120.7% | +114.6% |
| All | -55.9% | +113.6% | -169.5% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling