+128.6%
BP vs FDS
-17.4%
+146.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.8% |
| 7D | +3.9% | -1.9% | +5.8% | +4.1% |
| 30D | +7.6% | +9.0% | -1.4% | +6.7% |
| 3M | +0.7% | +18.9% | -18.2% | -1.3% |
| 6M | +15.5% | +35.1% | -19.6% | +11.1% |
| YTD | +30.8% | +5.5% | +25.3% | +30.5% |
| 1Y | +34.3% | -16.8% | +51.1% | +40.2% |
| 3Y | +35.1% | -28.1% | +63.1% | +44.0% |
| All | +128.6% | -17.4% | +146.0% | +145.8% |
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