+400.0%
BHP vs FND
+56.5%
+343.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -3.6% | -5.8% | +2.1% | -2.4% |
| 30D | -1.2% | -20.2% | +19.0% | +3.8% |
| 3M | +1.2% | -12.0% | +13.2% | +3.3% |
| 6M | +21.4% | -18.5% | +39.9% | +25.5% |
| YTD | +50.4% | -22.3% | +72.7% | +56.4% |
| 1Y | +67.5% | -47.6% | +115.2% | +89.6% |
| 3Y | +72.8% | -49.8% | +122.6% | +91.3% |
| 5Y | +112.6% | -63.0% | +175.6% | +140.8% |
| All | +400.0% | +56.5% | +343.5% | +316.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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