+1,401.6%
BP vs NI
+5,686.0%
-4,284.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.0% |
| 7D | +2.5% | +3.1% | -0.6% | +1.3% |
| 30D | -5.6% | +11.2% | -16.7% | -9.3% |
| 3M | +8.0% | +9.8% | -1.8% | +4.2% |
| 6M | +5.7% | -1.6% | +7.3% | +5.9% |
| YTD | +36.8% | +12.6% | +24.2% | +29.9% |
| 1Y | +30.7% | +7.8% | +22.9% | +26.1% |
| 3Y | +51.6% | +100.5% | -48.9% | +14.0% |
| 5Y | +112.2% | +114.4% | -2.2% | +53.0% |
| 10Y | +138.6% | +193.9% | -55.3% | +48.0% |
| All | +1,401.6% | +5,686.0% | -4,284.4% | +364.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling