-62.2%
XYZ vs BP
+108.0%
-170.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.3% |
| 7D | -2.2% | -0.8% | -1.4% | -1.9% |
| 30D | +11.6% | -3.1% | +14.7% | +12.1% |
| 3M | +8.4% | +6.2% | +2.3% | +5.1% |
| 6M | +17.2% | +4.8% | +12.4% | +13.2% |
| YTD | +31.7% | +35.2% | -3.5% | +12.0% |
| 1Y | +30.1% | +27.4% | +2.6% | +13.3% |
| 3Y | +66.4% | +49.8% | +16.7% | +31.6% |
| 5Y | -62.2% | +109.4% | -171.5% | -75.8% |
| All | -62.2% | +108.0% | -170.2% | -75.8% |
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