+48.1%
BP vs NVD
-98.6%
+146.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.0% | -7.8% | +1.5% |
| 7D | +2.5% | +17.0% | -14.5% | +3.0% |
| 30D | -5.6% | +77.3% | -82.9% | -4.0% |
| 3M | +8.0% | +61.6% | -53.6% | +9.6% |
| 6M | +5.7% | +40.7% | -35.0% | +7.0% |
| YTD | +36.8% | -10.5% | +47.3% | +36.8% |
| 1Y | +30.7% | -6.1% | +36.8% | +31.1% |
| 3Y | +51.6% | -98.4% | +150.0% | +49.5% |
| All | +48.1% | -98.6% | +146.7% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling