+126.2%
BP vs FND
+61.4%
+64.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +1.8% |
| 7D | +2.5% | -5.1% | +7.6% | +3.2% |
| 30D | -5.6% | +9.2% | -14.8% | -7.0% |
| 3M | +8.0% | -17.7% | +25.7% | +10.3% |
| 6M | +5.7% | +2.5% | +3.2% | +3.4% |
| YTD | +36.8% | -19.8% | +56.6% | +37.7% |
| 1Y | +30.7% | -22.7% | +53.4% | +32.2% |
| 3Y | +51.6% | -38.3% | +89.9% | +54.2% |
| 5Y | +112.2% | -63.0% | +175.2% | +128.6% |
| All | +126.2% | +61.4% | +64.7% | +81.7% |
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