+125.0%
BP vs FDS
+77.6%
+47.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +3.5% |
| 7D | +0.9% | -5.4% | +6.3% | +2.2% |
| 30D | +9.1% | +1.6% | +7.5% | +8.4% |
| 3M | +3.9% | +17.7% | -13.8% | -1.5% |
| 6M | +13.6% | +29.1% | -15.4% | +4.0% |
| YTD | +34.0% | +1.0% | +33.1% | +31.1% |
| 1Y | +39.2% | -21.6% | +60.8% | +47.0% |
| 3Y | +36.4% | -30.1% | +66.5% | +47.5% |
| 5Y | +135.8% | -20.7% | +156.5% | +136.4% |
| 10Y | +125.0% | +78.3% | +46.7% | +63.6% |
| All | +125.0% | +77.6% | +47.5% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling