+40.3%
BP vs NTR
+37.3%
+3.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +1.7% |
| 7D | +5.7% | -2.5% | +8.2% | +6.7% |
| 30D | +8.1% | +17.0% | -9.0% | +2.1% |
| 3M | +8.6% | +22.2% | -13.6% | +1.0% |
| 6M | +18.1% | +5.2% | +12.9% | +15.1% |
| YTD | +37.6% | +29.7% | +7.9% | +25.4% |
| 1Y | +39.4% | +39.4% | 0.0% | +24.0% |
| All | +40.3% | +37.3% | +3.0% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling