+103.9%
BP vs BN
+29.3%
+74.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -11.6% | +5.3% | -17.0% | -12.9% |
| 30D | 0.0% | +11.9% | -11.9% | -2.9% |
| 3M | +6.7% | -5.7% | +12.5% | +8.0% |
| 6M | +2.2% | -10.6% | +12.8% | +4.4% |
| YTD | +33.0% | -9.4% | +42.3% | +34.2% |
| 1Y | +30.7% | -8.8% | +39.5% | +31.5% |
| 3Y | +44.2% | +95.6% | -51.4% | +8.2% |
| All | +103.9% | +29.3% | +74.6% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling