+515.7%
BHP vs FFIV
+239.4%
+276.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | -1.1% |
| 7D | +0.9% | +3.5% | -2.6% | -0.4% |
| 30D | +4.0% | -1.3% | +5.3% | +4.2% |
| 3M | +11.3% | +2.4% | +8.9% | +9.6% |
| 6M | +29.3% | +41.8% | -12.5% | +12.4% |
| YTD | +59.2% | +58.5% | +0.7% | +32.0% |
| 1Y | +80.8% | +24.3% | +56.5% | +63.2% |
| 3Y | +88.0% | +152.0% | -64.0% | +24.7% |
| 5Y | +126.6% | +99.1% | +27.5% | +59.6% |
| 10Y | +515.7% | +242.8% | +273.0% | +234.0% |
| All | +515.7% | +239.4% | +276.3% | +234.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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