+190.3%
BP vs FFIV
+7,518.9%
-7,328.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +3.9% | -1.0% | +4.9% | +4.0% |
| 30D | +7.6% | -5.1% | +12.7% | +8.1% |
| 3M | +0.7% | -4.5% | +5.2% | +0.9% |
| 6M | +15.5% | +36.5% | -21.0% | +11.7% |
| YTD | +30.8% | +53.0% | -22.1% | +25.0% |
| 1Y | +34.3% | +24.2% | +10.1% | +30.7% |
| 3Y | +35.1% | +137.2% | -102.2% | +23.0% |
| 5Y | +126.8% | +91.8% | +35.1% | +109.3% |
| 10Y | +123.4% | +215.2% | -91.8% | +96.1% |
| All | +190.3% | +7,518.9% | -7,328.6% | +125.2% |
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