+12.5%
A vs BB
-20.8%
+33.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +1.1% |
| 7D | -0.1% | +3.8% | -3.9% | -0.7% |
| 30D | +3.4% | -0.3% | +3.7% | +3.1% |
| 3M | +23.8% | -0.5% | +24.3% | +23.1% |
| 6M | +49.0% | +45.9% | +3.1% | +36.9% |
| YTD | +29.4% | +130.6% | -101.2% | +9.3% |
| 1Y | +19.4% | +89.2% | -69.8% | +4.0% |
| 3Y | +66.2% | +137.5% | -71.3% | +31.8% |
| All | +12.5% | -20.8% | +33.4% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling