+39.1%
BP vs NVD
-99.1%
+138.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.8% |
| 7D | +4.0% | +0.5% | +3.5% | +4.0% |
| 30D | +7.8% | -9.3% | +17.1% | +7.6% |
| 3M | +8.4% | -22.1% | +30.5% | +7.8% |
| 6M | +15.1% | -45.8% | +60.9% | +13.2% |
| YTD | +36.4% | -46.7% | +83.1% | +34.4% |
| 1Y | +40.9% | -59.5% | +100.4% | +37.7% |
| All | +39.1% | -99.1% | +138.2% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling