+568.3%
A vs BB
-5.7%
+574.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.9% |
| 7D | -0.1% | +3.8% | -3.9% | -0.8% |
| 30D | +3.4% | -0.3% | +3.7% | +3.0% |
| 3M | +23.8% | -0.5% | +24.3% | +22.9% |
| 6M | +49.0% | +45.9% | +3.1% | +34.3% |
| YTD | +29.4% | +130.6% | -101.2% | +5.6% |
| 1Y | +19.4% | +89.2% | -69.8% | +0.9% |
| 3Y | +66.2% | +137.5% | -71.3% | +26.3% |
| 5Y | +15.8% | -20.9% | +36.7% | +4.8% |
| 10Y | +326.1% | +25.4% | +300.7% | +174.0% |
| All | +568.3% | -5.7% | +574.0% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling