+39.2%
BP vs FFIV
+23.1%
+16.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.7% | +2.5% |
| 7D | +0.9% | -1.5% | +2.5% | +1.0% |
| 30D | +9.1% | -2.7% | +11.8% | +9.2% |
| 3M | +3.9% | -1.7% | +5.6% | +3.6% |
| 6M | +13.6% | +36.1% | -22.5% | +10.0% |
| YTD | +34.0% | +52.6% | -18.6% | +28.6% |
| 1Y | +39.2% | +21.5% | +17.7% | +37.5% |
| All | +39.2% | +23.1% | +16.1% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling