+133.9%
BP vs FTV
+78.2%
+55.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | +4.0% | -1.3% | +5.3% | +4.6% |
| 30D | +7.8% | -9.5% | +17.3% | +12.7% |
| 3M | +8.4% | -10.9% | +19.3% | +13.1% |
| 6M | +15.1% | -0.6% | +15.7% | +13.1% |
| YTD | +36.4% | +1.4% | +35.0% | +31.2% |
| 1Y | +40.9% | +17.6% | +23.3% | +24.9% |
| 3Y | +38.8% | -3.3% | +42.1% | +32.6% |
| 5Y | +141.1% | -0.1% | +141.2% | +119.9% |
| 10Y | +133.9% | +82.5% | +51.4% | +56.9% |
| All | +133.9% | +78.2% | +55.7% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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