+40.9%
BP vs FND
-45.4%
+86.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.7% |
| 7D | +4.0% | -0.8% | +4.8% | +3.9% |
| 30D | +7.8% | -19.6% | +27.4% | +4.2% |
| 3M | +8.4% | -4.3% | +12.7% | +7.6% |
| 6M | +15.1% | -20.4% | +35.5% | +14.6% |
| YTD | +36.4% | -21.9% | +58.3% | +35.2% |
| 1Y | +40.9% | -45.2% | +86.1% | +38.4% |
| All | +40.9% | -45.4% | +86.3% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling