+102.6%
BB vs BG
+50.1%
+52.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -5.6% | +2.8% | -8.4% | -5.8% |
| 30D | -11.8% | +12.0% | -23.8% | -12.5% |
| 3M | -25.5% | -7.7% | -17.8% | -24.7% |
| 6M | +121.3% | +4.5% | +116.8% | +121.9% |
| YTD | +103.2% | +35.7% | +67.5% | +103.3% |
| 1Y | +102.6% | +50.1% | +52.6% | +101.8% |
| All | +102.6% | +50.1% | +52.5% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling