+67.5%
BHP vs FFIV
+26.0%
+41.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.8% |
| 7D | -3.6% | +5.4% | -9.1% | -4.4% |
| 30D | -1.2% | -2.7% | +1.5% | -0.7% |
| 3M | +1.2% | +4.5% | -3.3% | +0.4% |
| 6M | +21.4% | +42.2% | -20.8% | +14.8% |
| YTD | +50.4% | +61.3% | -10.9% | +39.0% |
| 1Y | +67.5% | +23.0% | +44.5% | +59.4% |
| All | +67.5% | +26.0% | +41.5% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling