+140.1%
BP vs FDS
+127.0%
+13.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.5% |
| 7D | +2.5% | -2.6% | +5.1% | +3.1% |
| 30D | -5.6% | +14.1% | -19.6% | -8.7% |
| 3M | +8.0% | +19.8% | -11.7% | +2.7% |
| 6M | +5.7% | +55.0% | -49.3% | -7.5% |
| YTD | +36.8% | +15.9% | +20.9% | +28.9% |
| 1Y | +30.7% | +24.2% | +6.5% | +20.1% |
| 3Y | +51.6% | -24.0% | +75.6% | +61.4% |
| 5Y | +112.2% | -23.3% | +135.6% | +120.7% |
| All | +140.1% | +127.0% | +13.1% | +70.4% |
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