+39.1%
BP vs INDA
+8.1%
+31.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +1.8% |
| 7D | +4.0% | -2.6% | +6.6% | +4.1% |
| 30D | +7.8% | -2.9% | +10.8% | +8.0% |
| 3M | +8.4% | +2.4% | +6.0% | +7.9% |
| 6M | +15.1% | -2.6% | +17.7% | +15.7% |
| YTD | +36.4% | -10.0% | +46.4% | +40.8% |
| 1Y | +40.9% | -7.7% | +48.6% | +43.9% |
| All | +39.1% | +8.1% | +31.0% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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