+128.2%
BP vs FND
+57.9%
+70.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.2% |
| 7D | +3.8% | -6.8% | +10.6% | +4.7% |
| 30D | -5.3% | +8.0% | -13.3% | -6.6% |
| 3M | +9.3% | -18.9% | +28.2% | +11.8% |
| 6M | +7.2% | +4.7% | +2.5% | +4.5% |
| YTD | +38.0% | -21.6% | +59.6% | +39.4% |
| 1Y | +33.2% | -22.0% | +55.2% | +34.4% |
| 3Y | +50.3% | -40.4% | +90.7% | +53.6% |
| 5Y | +114.1% | -63.8% | +177.9% | +131.3% |
| All | +128.2% | +57.9% | +70.3% | +83.8% |
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