+116.2%
BP vs FND
+66.0%
+50.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | +3.9% | -5.2% | +9.2% | +4.6% |
| 30D | +7.6% | -19.9% | +27.5% | +10.7% |
| 3M | +0.7% | +2.7% | -2.0% | -0.8% |
| 6M | +15.5% | -21.7% | +37.2% | +17.9% |
| YTD | +30.8% | -17.5% | +48.3% | +31.8% |
| 1Y | +34.3% | -39.3% | +73.6% | +41.9% |
| 3Y | +35.1% | -49.8% | +84.8% | +43.1% |
| 5Y | +126.8% | -60.1% | +186.9% | +141.1% |
| All | +116.2% | +66.0% | +50.2% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling