+233.4%
B vs BB
+258.8%
-25.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -5.6% | +4.0% | -1.4% |
| 30D | +9.4% | -11.8% | +21.2% | +9.9% |
| 3M | +5.0% | -25.5% | +30.5% | +5.8% |
| 6M | -3.5% | +121.3% | -124.8% | -6.4% |
| YTD | +4.5% | +103.2% | -98.7% | +1.7% |
| 1Y | +67.8% | +102.6% | -34.9% | +63.2% |
| 3Y | +196.7% | +37.5% | +159.2% | +189.0% |
| 5Y | +151.9% | -30.4% | +182.4% | +147.3% |
| 10Y | +202.2% | 0.0% | +202.2% | +187.2% |
| All | +233.4% | +258.8% | -25.5% | +243.5% |
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 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