+349.0%
BHP vs FFIV
+130.1%
+218.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | +2.4% | -2.9% | +5.3% | +3.4% |
| 30D | -5.4% | -32.4% | +27.0% | +7.1% |
| 3M | -6.9% | -22.7% | +15.8% | 0.0% |
| 6M | -4.3% | -10.7% | +6.4% | -3.0% |
| YTD | +41.6% | +25.4% | +16.3% | +25.0% |
| 1Y | +53.3% | +34.2% | +19.1% | +31.8% |
| 3Y | +58.4% | +101.2% | -42.8% | +11.1% |
| 5Y | +121.3% | +42.0% | +79.3% | +74.3% |
| 10Y | +349.0% | +126.7% | +222.3% | +164.3% |
| All | +349.0% | +130.1% | +218.9% | +164.3% |
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