+189.9%
BP vs FIS
+224.4%
-34.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -6.3% | -27.4% | +21.1% | +2.8% |
| 30D | -3.6% | -16.8% | +13.2% | +0.9% |
| 3M | +5.2% | -32.6% | +37.9% | +17.5% |
| 6M | +5.3% | -33.4% | +38.7% | +17.2% |
| YTD | +33.1% | -56.0% | +89.2% | +68.6% |
| 1Y | +26.3% | -55.1% | +81.4% | +58.5% |
| 3Y | +47.5% | -41.4% | +88.9% | +64.1% |
| 5Y | +106.2% | -72.7% | +178.8% | +186.5% |
| 10Y | +127.0% | -55.5% | +182.4% | +166.4% |
| All | +189.9% | +224.4% | -34.5% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling