+135.7%
BP vs BN
+281.2%
-145.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | -0.8% | -2.4% | +1.6% | +0.2% |
| 30D | -3.1% | +13.5% | -16.7% | -9.0% |
| 3M | +6.2% | -5.9% | +12.1% | +8.1% |
| 6M | +4.8% | -8.9% | +13.7% | +7.5% |
| YTD | +35.2% | -7.9% | +43.0% | +35.5% |
| 1Y | +27.4% | -8.3% | +35.7% | +27.7% |
| 3Y | +49.8% | +100.8% | -51.0% | -6.4% |
| 5Y | +109.4% | +38.2% | +71.2% | +56.2% |
| 10Y | +135.7% | +302.3% | -166.6% | +2.9% |
| All | +135.7% | +281.2% | -145.5% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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