+106.2%
BP vs FND
-61.3%
+167.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.1% |
| 7D | -6.3% | +6.8% | -13.2% | -6.6% |
| 30D | -3.6% | +13.1% | -16.7% | -4.1% |
| 3M | +5.2% | -13.1% | +18.3% | +5.9% |
| 6M | +5.3% | -0.6% | +5.9% | +4.7% |
| YTD | +33.1% | -15.5% | +48.6% | +33.6% |
| 1Y | +26.3% | -13.7% | +39.9% | +26.3% |
| 3Y | +47.5% | -35.0% | +82.5% | +49.5% |
| 5Y | +106.2% | -60.1% | +166.2% | +117.6% |
| All | +106.2% | -61.3% | +167.5% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling