+159.1%
BB vs EFV
+91.1%
+68.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.8% | -2.8% |
| 7D | +9.0% | +0.7% | +8.2% | +8.1% |
| 30D | +7.7% | +2.0% | +5.7% | +5.7% |
| 3M | +4.0% | -1.6% | +5.6% | +5.9% |
| 6M | +46.6% | +5.8% | +40.9% | +38.7% |
| YTD | +140.6% | +15.6% | +125.0% | +102.8% |
| 1Y | +103.1% | +19.0% | +84.2% | +65.1% |
| All | +159.1% | +91.1% | +68.0% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling