+145.0%
ALL vs BB
-20.8%
+165.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -4.6% |
| 7D | -1.9% | +3.8% | -5.7% | -2.0% |
| 30D | +13.8% | -0.3% | +14.1% | +13.7% |
| 3M | -7.0% | -0.5% | -6.5% | -7.1% |
| 6M | +18.0% | +45.9% | -27.9% | +15.2% |
| YTD | +24.2% | +130.6% | -106.4% | +18.3% |
| 1Y | +31.2% | +89.2% | -58.0% | +26.2% |
| 3Y | +107.5% | +137.5% | -30.0% | +93.7% |
| All | +145.0% | -20.8% | +165.8% | +161.2% |
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