+130.4%
BHP vs FFIV
+42.4%
+88.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.1% |
| 7D | +3.5% | -2.1% | +5.6% | +4.0% |
| 30D | -4.5% | -33.8% | +29.3% | +5.3% |
| 3M | -6.4% | -20.6% | +14.3% | -2.1% |
| 6M | -0.1% | -10.2% | +10.2% | +0.7% |
| YTD | +43.0% | +24.5% | +18.5% | +29.9% |
| 1Y | +56.5% | +29.3% | +27.2% | +40.5% |
| 3Y | +62.0% | +103.8% | -41.7% | +21.4% |
| 5Y | +130.4% | +40.9% | +89.5% | +75.4% |
| All | +130.4% | +42.4% | +88.0% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling