+184.9%
BP vs FIS
+374.5%
-189.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | +3.9% | +1.1% | +2.9% | +3.5% |
| 30D | +7.6% | -2.2% | +9.8% | +8.2% |
| 3M | +0.7% | +2.1% | -1.4% | -0.8% |
| 6M | +15.5% | -14.7% | +30.2% | +20.1% |
| YTD | +30.8% | -35.7% | +66.5% | +48.7% |
| 1Y | +34.3% | -37.1% | +71.4% | +53.2% |
| 3Y | +35.1% | -20.0% | +55.1% | +37.8% |
| 5Y | +126.8% | -62.1% | +189.0% | +188.1% |
| 10Y | +123.4% | -37.4% | +160.7% | +138.2% |
| All | +184.9% | +374.5% | -189.6% | +72.1% |
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