+491.7%
BHP vs FTV
+127.6%
+364.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.5% | +3.9% | -4.4% | -2.4% |
| 30D | -4.5% | +18.7% | -23.2% | -12.7% |
| 3M | -6.9% | +10.0% | -16.9% | -11.7% |
| 6M | -10.6% | +14.6% | -25.1% | -17.4% |
| YTD | +37.2% | +23.4% | +13.8% | +20.2% |
| 1Y | +48.0% | +31.3% | +16.7% | +25.3% |
| 3Y | +52.6% | +39.8% | +12.8% | +21.5% |
| 5Y | +116.5% | +17.7% | +98.8% | +85.8% |
| 10Y | +334.9% | +110.2% | +224.7% | +150.0% |
| All | +491.7% | +127.6% | +364.2% | +222.7% |
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