+66.2%
XYZ vs BP
+47.4%
+18.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.4% |
| 7D | +12.6% | -6.3% | +18.9% | +13.1% |
| 30D | +10.8% | -3.6% | +14.4% | +10.8% |
| 3M | +8.4% | +5.2% | +3.1% | +6.8% |
| 6M | +14.3% | +5.3% | +9.0% | +12.3% |
| YTD | +31.5% | +33.1% | -1.6% | +17.6% |
| 1Y | +28.1% | +26.3% | +1.8% | +16.7% |
| 3Y | +66.2% | +47.5% | +18.7% | +45.3% |
| All | +66.2% | +47.4% | +18.8% | +45.3% |
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