+48.9%
BP vs NVD
-99.1%
+148.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +1.0% |
| 7D | +5.7% | +9.0% | -3.3% | +6.0% |
| 30D | +8.1% | -5.5% | +13.5% | +8.0% |
| 3M | +8.6% | -24.6% | +33.2% | +7.9% |
| 6M | +18.1% | -42.1% | +60.2% | +16.5% |
| YTD | +37.6% | -44.3% | +81.9% | +35.7% |
| 1Y | +39.4% | -54.2% | +93.6% | +36.8% |
| 3Y | +40.1% | -99.1% | +139.2% | +36.7% |
| All | +48.9% | -99.1% | +148.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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