+36.4%
BP vs FTV
-3.2%
+39.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +0.9% | -0.4% | +1.3% | +1.0% |
| 30D | +9.1% | -8.3% | +17.4% | +10.4% |
| 3M | +3.9% | -7.4% | +11.3% | +4.6% |
| 6M | +13.6% | -1.2% | +14.8% | +12.5% |
| YTD | +34.0% | +2.7% | +31.3% | +30.6% |
| 1Y | +39.2% | +18.4% | +20.7% | +29.7% |
| 3Y | +36.4% | -2.0% | +38.5% | +32.9% |
| All | +36.4% | -3.2% | +39.6% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling