+134.1%
BP vs FTI
+305.3%
-171.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | +5.2% | -4.4% | +9.6% | +7.2% |
| 30D | +8.7% | +1.5% | +7.2% | +7.8% |
| 3M | +9.3% | +8.2% | +1.1% | +5.3% |
| 6M | +13.6% | +18.8% | -5.3% | +4.5% |
| YTD | +37.7% | +71.7% | -34.0% | +7.7% |
| 1Y | +40.6% | +90.0% | -49.4% | +5.0% |
| 3Y | +40.3% | +270.5% | -230.1% | -25.1% |
| 5Y | +141.4% | +1,084.5% | -943.1% | -28.9% |
| All | +134.1% | +305.3% | -171.1% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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