+135.8%
BP vs FTI
+1,110.9%
-975.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.3% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +9.1% | +12.3% | -3.2% | +4.2% |
| 3M | +3.9% | +13.8% | -9.8% | -1.5% |
| 6M | +13.6% | +24.3% | -10.7% | +3.7% |
| YTD | +34.0% | +75.8% | -41.7% | +6.6% |
| 1Y | +39.2% | +99.6% | -60.5% | +5.1% |
| 3Y | +36.4% | +278.4% | -242.0% | -22.6% |
| 5Y | +135.8% | +1,168.7% | -1,032.9% | -25.6% |
| All | +135.8% | +1,110.9% | -975.1% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling