+584.8%
BHP vs FTV
+89.3%
+495.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | +4.0% | -8.3% | +12.3% | +8.5% |
| 3M | +12.3% | -7.4% | +19.7% | +16.0% |
| 6M | +30.8% | -1.2% | +32.0% | +30.2% |
| YTD | +58.8% | +2.7% | +56.1% | +53.2% |
| 1Y | +76.8% | +18.4% | +58.4% | +57.4% |
| 3Y | +87.5% | -2.0% | +89.5% | +80.9% |
| 5Y | +123.9% | +3.4% | +120.5% | +104.3% |
| 10Y | +504.4% | +78.5% | +425.9% | +280.7% |
| All | +584.8% | +89.3% | +495.4% | +311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling