+1,254.2%
ALL vs BB
+307.3%
+946.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.4% | -8.9% | -4.8% |
| 7D | -1.9% | +3.8% | -5.7% | -2.3% |
| 30D | +13.8% | -0.3% | +14.1% | +13.5% |
| 3M | -7.0% | -0.5% | -6.5% | -7.5% |
| 6M | +18.0% | +45.9% | -27.9% | +13.0% |
| YTD | +24.2% | +130.6% | -106.4% | +14.3% |
| 1Y | +31.2% | +89.2% | -58.0% | +22.4% |
| 3Y | +107.5% | +137.5% | -30.0% | +85.1% |
| 5Y | +144.8% | -20.9% | +165.7% | +133.6% |
| 10Y | +375.8% | +25.4% | +350.4% | +301.5% |
| All | +1,254.2% | +307.3% | +946.9% | +1,004.2% |
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 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