+98.2%
BB vs BG
+53.0%
+45.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +1.8% |
| 7D | -0.4% | +3.1% | -3.5% | -0.5% |
| 30D | -12.5% | +10.2% | -22.8% | -12.9% |
| 3M | -17.4% | -1.7% | -15.8% | -16.8% |
| 6M | +119.1% | +1.0% | +118.2% | +119.1% |
| YTD | +102.4% | +39.9% | +62.5% | +103.3% |
| 1Y | +98.2% | +53.2% | +45.0% | +99.4% |
| All | +98.2% | +53.0% | +45.2% | +99.4% |
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