+74.4%
BP vs NTR
+103.7%
-29.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.8% |
| 7D | +4.0% | +0.5% | +3.4% | +3.7% |
| 30D | +7.8% | +21.7% | -13.9% | -2.0% |
| 3M | +8.4% | +22.8% | -14.4% | -2.1% |
| 6M | +15.1% | +8.2% | +6.8% | +9.8% |
| YTD | +36.4% | +32.9% | +3.5% | +17.6% |
| 1Y | +40.9% | +45.3% | -4.4% | +15.6% |
| 3Y | +38.8% | +41.7% | -2.8% | +11.9% |
| 5Y | +141.1% | +49.8% | +91.3% | +67.2% |
| All | +74.4% | +103.7% | -29.3% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling