+125.0%
BP vs FIS
-40.5%
+165.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.9% | +8.3% | +4.3% |
| 7D | +0.9% | -3.5% | +4.4% | +1.9% |
| 30D | +9.1% | -7.8% | +17.0% | +11.7% |
| 3M | +3.9% | +0.8% | +3.1% | +2.6% |
| 6M | +13.6% | -21.9% | +35.5% | +21.6% |
| YTD | +34.0% | -39.5% | +73.5% | +56.0% |
| 1Y | +39.2% | -41.0% | +80.2% | +62.8% |
| 3Y | +36.4% | -23.6% | +60.0% | +39.2% |
| 5Y | +135.8% | -65.6% | +201.4% | +230.2% |
| 10Y | +125.0% | -40.2% | +165.2% | +198.3% |
| All | +125.0% | -40.5% | +165.5% | +198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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