+74.6%
BB vs BG
+1,185.2%
-1,110.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +0.9% |
| 7D | +0.5% | +2.4% | -1.8% | -0.2% |
| 30D | -12.4% | +15.0% | -27.4% | -16.2% |
| 3M | -15.3% | -0.7% | -14.6% | -15.7% |
| 6M | +128.8% | +7.5% | +121.3% | +122.0% |
| YTD | +107.7% | +41.6% | +66.0% | +84.6% |
| 1Y | +103.9% | +50.7% | +53.2% | +76.7% |
| 3Y | +72.6% | +20.3% | +52.3% | +57.3% |
| 5Y | -24.3% | +85.2% | -109.5% | -41.3% |
| 10Y | +3.1% | +160.6% | -157.5% | -33.5% |
| All | +74.6% | +1,185.2% | -1,110.6% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling