+3,109.4%
BHP vs FDS
+9,502.8%
-6,393.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.7% |
| 7D | -2.9% | -1.9% | -1.0% | -2.4% |
| 30D | +3.4% | +9.0% | -5.6% | +0.5% |
| 3M | +4.1% | +18.9% | -14.8% | -2.6% |
| 6M | +20.6% | +35.1% | -14.5% | +6.9% |
| YTD | +56.1% | +5.5% | +50.6% | +47.8% |
| 1Y | +69.6% | -16.8% | +86.4% | +71.9% |
| 3Y | +78.8% | -28.1% | +106.9% | +88.1% |
| 5Y | +113.1% | -17.4% | +130.5% | +111.4% |
| 10Y | +505.9% | +85.4% | +420.4% | +358.7% |
| All | +3,109.4% | +9,502.8% | -6,393.4% | +1,229.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling