+165.5%
B vs BB
+147.9%
+17.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.3% |
| 7D | -7.3% | +1.8% | -9.2% | -7.5% |
| 30D | -3.3% | +8.1% | -11.5% | -4.5% |
| 3M | -7.8% | -1.0% | -6.8% | -8.1% |
| 6M | -15.5% | +45.9% | -61.4% | -20.9% |
| YTD | -12.3% | +134.8% | -147.1% | -23.7% |
| 1Y | +5.4% | +104.6% | -99.2% | -6.8% |
| 3Y | +165.5% | +152.8% | +12.7% | +123.5% |
| All | +165.5% | +147.9% | +17.6% | +123.5% |
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