+36.4%
BP vs FND
-49.6%
+86.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +2.5% |
| 7D | +0.9% | +0.4% | +0.5% | +0.9% |
| 30D | +9.1% | -23.6% | +32.7% | +9.5% |
| 3M | +3.9% | +4.3% | -0.4% | +2.8% |
| 6M | +13.6% | -20.3% | +33.9% | +14.6% |
| YTD | +34.0% | -21.3% | +55.3% | +34.8% |
| 1Y | +39.2% | -45.4% | +84.5% | +45.9% |
| 3Y | +36.4% | -48.9% | +85.3% | +43.2% |
| All | +36.4% | -49.6% | +86.0% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling