+40.9%
XYZ vs BP
+33.2%
+7.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -1.0% | +3.9% | -4.9% | -1.6% |
| 30D | -1.7% | +7.6% | -9.3% | -2.9% |
| 3M | +16.7% | +0.7% | +16.0% | +16.6% |
| 6M | +26.9% | +15.5% | +11.4% | +20.3% |
| YTD | +27.1% | +30.8% | -3.7% | +15.9% |
| 1Y | +9.3% | +34.3% | -25.1% | -1.9% |
| All | +40.9% | +33.2% | +7.7% | +21.7% |
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 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