+87.5%
BHP vs FFIV
+141.9%
-54.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | +1.3% | -1.5% | +2.8% | +1.6% |
| 30D | +4.0% | -2.7% | +6.6% | +4.5% |
| 3M | +12.3% | -1.7% | +14.0% | +12.4% |
| 6M | +30.8% | +36.1% | -5.3% | +20.7% |
| YTD | +58.8% | +52.6% | +6.1% | +41.7% |
| 1Y | +76.8% | +21.5% | +55.3% | +66.7% |
| 3Y | +87.5% | +142.7% | -55.2% | +40.3% |
| All | +87.5% | +141.9% | -54.5% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling