+87.6%
BB vs BG
+7.2%
+80.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.5% | +6.9% |
| 7D | -6.8% | -3.8% | -3.0% | -6.9% |
| 30D | -3.5% | -9.6% | +6.1% | -3.7% |
| 3M | -1.2% | -8.5% | +7.3% | -2.1% |
| 6M | +57.0% | -23.0% | +80.0% | +58.1% |
| YTD | +131.1% | +10.9% | +120.3% | +137.6% |
| 1Y | +87.6% | +6.0% | +81.6% | +91.3% |
| All | +87.6% | +7.2% | +80.4% | +91.3% |
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