+125.0%
BP vs FFIV
+224.0%
-99.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.7% | +2.5% |
| 7D | +0.9% | -1.5% | +2.5% | +1.4% |
| 30D | +9.1% | -2.7% | +11.8% | +9.7% |
| 3M | +3.9% | -1.7% | +5.6% | +3.6% |
| 6M | +13.6% | +36.1% | -22.5% | +2.4% |
| YTD | +34.0% | +52.6% | -18.6% | +16.1% |
| 1Y | +39.2% | +21.5% | +17.7% | +28.6% |
| 3Y | +36.4% | +142.7% | -106.3% | -2.2% |
| 5Y | +135.8% | +92.6% | +43.2% | +77.5% |
| 10Y | +125.0% | +225.5% | -100.5% | +29.8% |
| All | +125.0% | +224.0% | -99.0% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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