+76.0%
BP vs NTR
+97.9%
-22.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +5.2% | -1.3% | +6.5% | +5.9% |
| 30D | +8.7% | +16.8% | -8.1% | +0.7% |
| 3M | +9.3% | +20.7% | -11.4% | -0.5% |
| 6M | +13.6% | +0.5% | +13.0% | +12.3% |
| YTD | +37.7% | +29.2% | +8.5% | +20.3% |
| 1Y | +40.6% | +39.6% | +1.0% | +17.6% |
| 3Y | +40.3% | +37.9% | +2.5% | +14.5% |
| 5Y | +141.4% | +47.1% | +94.3% | +68.6% |
| All | +76.0% | +97.9% | -22.0% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling