+36.6%
BP vs FDS
+31.1%
+5.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.9% | -7.0% | -4.1% |
| 7D | -8.4% | +9.4% | -17.8% | -8.2% |
| 30D | +2.2% | +23.8% | -21.6% | +2.9% |
| 3M | +8.8% | +25.1% | -16.3% | +9.5% |
| 6M | -0.5% | +53.8% | -54.3% | +0.4% |
| YTD | +36.2% | +19.6% | +16.6% | +37.2% |
| 1Y | +36.6% | +31.6% | +4.9% | +38.6% |
| All | +36.6% | +31.1% | +5.4% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling