+39.1%
BP vs NI
+70.0%
-30.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +4.0% | +1.3% | +2.7% | +3.7% |
| 30D | +7.8% | -0.3% | +8.1% | +7.9% |
| 3M | +8.4% | -9.5% | +17.8% | +10.2% |
| 6M | +15.1% | -10.2% | +25.3% | +17.1% |
| YTD | +36.4% | +1.8% | +34.6% | +35.1% |
| 1Y | +40.9% | +5.7% | +35.2% | +38.2% |
| All | +39.1% | +70.0% | -30.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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