+37.8%
BP vs NXT
+181.9%
-144.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.4% |
| 7D | +0.9% | +2.9% | -1.9% | +0.8% |
| 30D | +9.1% | -17.2% | +26.4% | +10.1% |
| 3M | +3.9% | -32.0% | +35.9% | +5.9% |
| 6M | +13.6% | -15.8% | +29.4% | +13.0% |
| YTD | +34.0% | -1.9% | +35.9% | +31.3% |
| 1Y | +39.2% | +22.5% | +16.7% | +33.1% |
| 3Y | +36.4% | +100.5% | -64.1% | +21.3% |
| All | +37.8% | +181.9% | -144.2% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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