+135.8%
BP vs FND
-61.9%
+197.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +2.6% |
| 7D | +0.9% | +0.4% | +0.5% | +0.9% |
| 30D | +9.1% | -23.6% | +32.7% | +10.4% |
| 3M | +3.9% | +4.3% | -0.4% | +2.9% |
| 6M | +13.6% | -20.3% | +33.9% | +14.6% |
| YTD | +34.0% | -21.3% | +55.3% | +34.9% |
| 1Y | +39.2% | -45.4% | +84.5% | +44.9% |
| 3Y | +36.4% | -48.9% | +85.3% | +40.6% |
| 5Y | +135.8% | -61.0% | +196.8% | +142.1% |
| All | +135.8% | -61.9% | +197.6% | +142.1% |
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