+1,449.6%
NET vs BP
+69.3%
+1,380.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -7.0% | +3.9% | -10.9% | -7.8% |
| 30D | -4.8% | +7.6% | -12.4% | -6.4% |
| 3M | +3.8% | +0.7% | +3.1% | +3.3% |
| 6M | +50.0% | +15.5% | +34.6% | +44.5% |
| YTD | +41.5% | +30.8% | +10.6% | +32.4% |
| 1Y | +32.8% | +34.3% | -1.5% | +23.5% |
| 3Y | +335.9% | +35.1% | +300.8% | +300.9% |
| 5Y | +113.8% | +126.8% | -13.0% | +83.8% |
| All | +1,449.6% | +69.3% | +1,380.3% | +1,462.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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