-27.6%
BB vs BG
+88.4%
-116.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | -2.1% | +3.7% | -5.8% | -2.8% |
| 30D | -16.0% | +12.3% | -28.4% | -18.1% |
| 3M | -14.5% | -2.2% | -12.3% | -14.3% |
| 6M | +118.6% | +5.3% | +113.2% | +115.3% |
| YTD | +98.9% | +42.4% | +56.5% | +83.4% |
| 1Y | +99.5% | +55.2% | +44.3% | +79.4% |
| 3Y | +65.4% | +21.0% | +44.4% | +56.5% |
| 5Y | -27.6% | +87.1% | -114.8% | -51.9% |
| All | -27.6% | +88.4% | -116.0% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling