+202.2%
B vs BB
+307.3%
-105.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | +0.4% |
| 7D | +9.6% | +3.8% | +5.8% | +9.4% |
| 30D | +3.5% | -0.3% | +3.9% | +3.5% |
| 3M | -1.6% | -0.5% | -1.1% | -1.7% |
| 6M | -1.7% | +45.9% | -47.6% | -3.2% |
| YTD | -5.3% | +130.6% | -135.9% | -8.3% |
| 1Y | +27.2% | +89.2% | -62.0% | +23.9% |
| 3Y | +166.1% | +137.5% | +28.6% | +155.3% |
| 5Y | +136.5% | -20.9% | +157.4% | +131.1% |
| 10Y | +172.2% | +25.4% | +146.8% | +156.7% |
| All | +202.2% | +307.3% | -105.1% | +209.7% |
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