-66.5%
BB vs EFV
+258.8%
-325.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -5.6% | +1.5% | -7.1% | -6.9% |
| 30D | -11.8% | +1.7% | -13.5% | -13.2% |
| 3M | -25.5% | +8.6% | -34.2% | -30.8% |
| 6M | +121.3% | +11.7% | +109.6% | +99.8% |
| YTD | +103.2% | +19.3% | +83.9% | +72.4% |
| 1Y | +102.6% | +30.2% | +72.4% | +58.5% |
| 3Y | +37.5% | +91.6% | -54.1% | -23.3% |
| 5Y | -30.4% | +96.4% | -126.8% | -61.1% |
| 10Y | 0.0% | +166.5% | -166.5% | -55.5% |
| All | -66.5% | +258.8% | -325.3% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling