+123.4%
BP vs FND
+68.8%
+54.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.6% |
| 7D | -0.8% | -4.4% | +3.6% | -0.2% |
| 30D | -3.1% | +14.5% | -17.7% | -5.2% |
| 3M | +6.2% | -15.6% | +21.8% | +8.1% |
| 6M | +4.8% | +4.7% | +0.1% | +2.3% |
| YTD | +35.2% | -16.1% | +51.3% | +35.3% |
| 1Y | +27.4% | -16.0% | +43.4% | +27.3% |
| 3Y | +49.8% | -35.5% | +85.2% | +51.4% |
| 5Y | +109.4% | -60.5% | +169.9% | +123.3% |
| All | +123.4% | +68.8% | +54.6% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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