+621.5%
XYZ vs BP
+133.4%
+488.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.4% |
| 7D | -2.2% | -0.8% | -1.4% | -1.9% |
| 30D | +11.6% | -3.1% | +14.7% | +12.3% |
| 3M | +8.4% | +6.2% | +2.3% | +4.6% |
| 6M | +17.2% | +4.8% | +12.4% | +12.3% |
| YTD | +31.7% | +35.2% | -3.5% | +11.2% |
| 1Y | +30.1% | +27.4% | +2.6% | +12.5% |
| 3Y | +66.4% | +49.8% | +16.7% | +31.3% |
| 5Y | -62.2% | +109.4% | -171.5% | -74.9% |
| 10Y | +621.5% | +135.7% | +485.9% | +356.7% |
| All | +621.5% | +133.4% | +488.2% | +356.7% |
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