+103.9%
BP vs FIS
-71.2%
+175.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | -0.1% |
| 7D | -11.6% | -25.5% | +13.8% | -8.2% |
| 30D | 0.0% | -15.1% | +15.1% | +2.0% |
| 3M | +6.7% | -32.1% | +38.9% | +12.2% |
| 6M | +2.2% | -36.1% | +38.2% | +8.1% |
| YTD | +33.0% | -55.4% | +88.4% | +49.3% |
| 1Y | +30.7% | -53.9% | +84.6% | +45.7% |
| 3Y | +44.2% | -39.8% | +83.9% | +49.4% |
| All | +103.9% | -71.2% | +175.1% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling