+584.9%
XYZ vs BP
+143.9%
+441.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.5% |
| 7D | -1.1% | +3.8% | -4.9% | -2.5% |
| 30D | +11.5% | -5.3% | +16.8% | +13.3% |
| 3M | +1.8% | +9.3% | -7.5% | -2.9% |
| 6M | +21.2% | +7.2% | +14.0% | +15.2% |
| YTD | +29.9% | +38.0% | -8.1% | +8.9% |
| 1Y | +35.8% | +33.2% | +2.6% | +15.2% |
| 3Y | +62.6% | +50.3% | +12.3% | +28.2% |
| 5Y | -62.8% | +114.1% | -176.9% | -75.5% |
| All | +584.9% | +143.9% | +441.0% | +322.0% |
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