+195.1%
BP vs FFIV
+5,965.2%
-5,770.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -11.6% | -8.1% | -3.5% | -10.9% |
| 30D | 0.0% | -33.4% | +33.4% | +3.6% |
| 3M | +6.7% | -24.7% | +31.5% | +9.1% |
| 6M | +2.2% | -8.8% | +11.0% | +2.4% |
| YTD | +33.0% | +21.8% | +11.2% | +29.3% |
| 1Y | +30.7% | +25.3% | +5.4% | +26.7% |
| 3Y | +44.2% | +101.2% | -57.0% | +32.8% |
| 5Y | +105.1% | +40.2% | +64.9% | +94.3% |
| 10Y | +133.5% | +129.0% | +4.5% | +110.2% |
| All | +195.1% | +5,965.2% | -5,770.1% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling