+134.2%
BP vs NTRS
+259.9%
-125.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.4% |
| 7D | +5.2% | +1.4% | +3.9% | +4.6% |
| 30D | +8.7% | -0.7% | +9.4% | +8.8% |
| 3M | +9.3% | +11.3% | -2.0% | +3.7% |
| 6M | +13.6% | +35.5% | -22.0% | -2.4% |
| YTD | +37.7% | +40.6% | -2.9% | +15.6% |
| 1Y | +40.6% | +49.2% | -8.6% | +14.3% |
| 3Y | +40.3% | +167.2% | -126.9% | -18.1% |
| 5Y | +141.4% | +94.9% | +46.5% | +60.3% |
| All | +134.2% | +259.9% | -125.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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