+1,335.7%
BP vs NI
+5,092.7%
-3,757.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.8% |
| 7D | +3.9% | +2.0% | +1.9% | +3.2% |
| 30D | +7.6% | -3.5% | +11.2% | +9.0% |
| 3M | +0.7% | -9.1% | +9.8% | +4.1% |
| 6M | +15.5% | -11.8% | +27.3% | +20.5% |
| YTD | +30.8% | +1.1% | +29.7% | +29.5% |
| 1Y | +34.3% | +6.7% | +27.6% | +30.0% |
| 3Y | +35.1% | +71.1% | -36.0% | +7.6% |
| 5Y | +126.8% | +94.3% | +32.5% | +69.7% |
| 10Y | +123.4% | +135.8% | -12.4% | +50.5% |
| All | +1,335.7% | +5,092.7% | -3,757.0% | +363.2% |
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