+552.5%
BP vs FDS
+9,502.8%
-8,950.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.3% |
| 7D | +3.9% | -1.9% | +5.8% | +4.3% |
| 30D | +7.6% | +9.0% | -1.4% | +5.5% |
| 3M | +0.7% | +18.9% | -18.2% | -3.7% |
| 6M | +15.5% | +35.1% | -19.6% | +6.7% |
| YTD | +30.8% | +5.5% | +25.3% | +26.5% |
| 1Y | +34.3% | -16.8% | +51.1% | +36.1% |
| 3Y | +35.1% | -28.1% | +63.1% | +40.1% |
| 5Y | +126.8% | -17.4% | +144.2% | +125.9% |
| 10Y | +123.4% | +85.4% | +37.9% | +84.8% |
| All | +552.5% | +9,502.8% | -8,950.4% | +238.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling