+113.1%
BHP vs FTV
-3.0%
+116.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -4.4% |
| 7D | -3.7% | -5.2% | +1.5% | -1.7% |
| 30D | -0.8% | -11.5% | +10.7% | +3.9% |
| 3M | +7.6% | -9.0% | +16.6% | +11.1% |
| 6M | +20.8% | -2.0% | +22.8% | +20.7% |
| YTD | +50.8% | -0.9% | +51.7% | +48.7% |
| 1Y | +70.9% | +14.8% | +56.1% | +57.6% |
| 3Y | +78.0% | -5.5% | +83.5% | +75.5% |
| 5Y | +113.1% | -1.9% | +115.0% | +85.9% |
| All | +113.1% | -3.0% | +116.1% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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