+332.2%
BHP vs FDS
+127.7%
+204.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -0.5% | +1.5% | -2.0% | -0.9% |
| 30D | -4.5% | +14.8% | -19.4% | -8.6% |
| 3M | -6.9% | +16.3% | -23.2% | -11.7% |
| 6M | -10.6% | +66.2% | -76.8% | -25.9% |
| YTD | +37.2% | +16.2% | +21.0% | +27.1% |
| 1Y | +48.0% | +21.8% | +26.2% | +33.9% |
| 3Y | +52.6% | -23.9% | +76.4% | +65.6% |
| 5Y | +116.5% | -23.1% | +139.6% | +128.8% |
| All | +332.2% | +127.7% | +204.5% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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