+191.0%
B vs BB
+338.1%
-147.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.7% |
| 7D | -2.7% | +7.3% | -10.0% | -2.9% |
| 30D | -4.3% | +11.2% | -15.6% | -4.7% |
| 3M | -2.3% | +4.7% | -7.0% | -2.6% |
| 6M | -16.2% | +51.1% | -67.3% | -17.7% |
| YTD | -8.8% | +148.0% | -156.8% | -12.0% |
| 1Y | +11.4% | +106.1% | -94.8% | +8.1% |
| 3Y | +174.3% | +158.2% | +16.0% | +162.4% |
| 5Y | +116.2% | -10.8% | +127.0% | +110.5% |
| 10Y | +222.7% | +29.3% | +193.4% | +203.9% |
| All | +191.0% | +338.1% | -147.1% | +197.4% |
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