+44.2%
BP vs FFIV
+102.2%
-58.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -11.6% | -8.1% | -3.5% | -11.0% |
| 30D | 0.0% | -33.4% | +33.4% | +3.1% |
| 3M | +6.7% | -24.7% | +31.5% | +8.4% |
| 6M | +2.2% | -8.8% | +11.0% | +0.7% |
| YTD | +33.0% | +21.8% | +11.2% | +25.2% |
| 1Y | +30.7% | +25.3% | +5.4% | +22.4% |
| 3Y | +44.2% | +101.2% | -57.0% | +23.4% |
| All | +44.2% | +102.2% | -58.0% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling