+103.9%
BP vs FDS
-22.8%
+126.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | -0.1% |
| 7D | -11.6% | -0.5% | -11.1% | -11.6% |
| 30D | 0.0% | +20.2% | -20.2% | -1.7% |
| 3M | +6.7% | +19.9% | -13.1% | +4.7% |
| 6M | +2.2% | +56.2% | -54.0% | -3.4% |
| YTD | +33.0% | +14.6% | +18.4% | +31.5% |
| 1Y | +30.7% | +31.6% | -0.9% | +25.7% |
| 3Y | +44.2% | -23.8% | +68.0% | +53.8% |
| All | +103.9% | -22.8% | +126.7% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling