+127.0%
BP vs FTV
+107.5%
+19.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.5% |
| 7D | -6.3% | +1.4% | -7.7% | -7.0% |
| 30D | -3.6% | +18.3% | -21.9% | -11.0% |
| 3M | +5.2% | +9.8% | -4.6% | +0.3% |
| 6M | +5.3% | +12.3% | -7.0% | -1.8% |
| YTD | +33.1% | +23.1% | +10.0% | +16.6% |
| 1Y | +26.3% | +32.5% | -6.3% | +6.3% |
| 3Y | +47.5% | +38.3% | +9.2% | +17.3% |
| 5Y | +106.2% | +16.8% | +89.3% | +75.8% |
| 10Y | +127.0% | +106.6% | +20.4% | +40.8% |
| All | +127.0% | +107.5% | +19.4% | +40.8% |
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