+477.8%
BHP vs FDS
+66.9%
+410.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.8% | +0.5% | -3.6% |
| 7D | -3.7% | -16.0% | +12.3% | +1.3% |
| 30D | -0.8% | -6.7% | +5.9% | +0.9% |
| 3M | +7.6% | +6.0% | +1.6% | +4.1% |
| 6M | +20.8% | +25.1% | -4.3% | +8.6% |
| YTD | +50.8% | -8.1% | +58.9% | +50.6% |
| 1Y | +70.9% | -26.0% | +96.9% | +85.5% |
| 3Y | +78.0% | -36.4% | +114.4% | +102.8% |
| 5Y | +113.1% | -27.7% | +140.8% | +122.1% |
| All | +477.8% | +66.9% | +410.9% | +320.4% |
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