+66.2%
A vs BB
+132.4%
-66.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +1.2% |
| 7D | -0.1% | +3.8% | -3.9% | -0.5% |
| 30D | +3.4% | -0.3% | +3.7% | +3.2% |
| 3M | +23.8% | -0.5% | +24.3% | +23.3% |
| 6M | +49.0% | +45.9% | +3.1% | +40.4% |
| YTD | +29.4% | +130.6% | -101.2% | +14.8% |
| 1Y | +19.4% | +89.2% | -69.8% | +8.3% |
| 3Y | +66.2% | +137.5% | -71.3% | +41.1% |
| All | +66.2% | +132.4% | -66.3% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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