+49.2%
BP vs FTI
+210.5%
-161.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -6.9% | -4.3% | -2.5% | -5.3% |
| 30D | -3.6% | -8.0% | +4.4% | -0.8% |
| 3M | +8.4% | -8.0% | +16.5% | +11.3% |
| 6M | +5.3% | -8.7% | +14.0% | +8.2% |
| YTD | +33.2% | +43.9% | -10.7% | +14.6% |
| 1Y | +28.2% | +49.8% | -21.6% | +8.7% |
| 3Y | +49.2% | +211.7% | -162.5% | -4.1% |
| All | +49.2% | +210.5% | -161.3% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling