+190.4%
BP vs FTI
+1,755.2%
-1,564.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.0% |
| 7D | -0.8% | +1.4% | -2.1% | -1.4% |
| 30D | -3.1% | -6.3% | +3.1% | -0.8% |
| 3M | +6.2% | -13.1% | +19.3% | +12.1% |
| 6M | +4.8% | -8.0% | +12.8% | +7.6% |
| YTD | +35.2% | +47.1% | -11.9% | +13.5% |
| 1Y | +27.4% | +50.7% | -23.3% | +5.9% |
| 3Y | +49.8% | +209.0% | -159.2% | -11.3% |
| 5Y | +109.4% | +847.0% | -737.6% | -27.5% |
| 10Y | +135.7% | +184.3% | -48.6% | +13.0% |
| All | +190.4% | +1,755.2% | -1,564.8% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling