+102.6%
BP vs FTV
+13.4%
+89.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -11.6% | +0.2% | -11.8% | -11.7% |
| 30D | 0.0% | +15.7% | -15.6% | -3.3% |
| 3M | +6.7% | +7.5% | -0.8% | +4.8% |
| 6M | +2.2% | +8.5% | -6.3% | -0.5% |
| YTD | +33.0% | +18.8% | +14.2% | +25.1% |
| 1Y | +30.7% | +28.5% | +2.2% | +19.8% |
| 3Y | +44.2% | +34.0% | +10.2% | +28.1% |
| All | +102.6% | +13.4% | +89.2% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling