-61.3%
BB vs EFV
+249.2%
-310.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.8% |
| 7D | +1.8% | +2.5% | -0.7% | -0.4% |
| 30D | +8.1% | +2.9% | +5.2% | +5.6% |
| 3M | -1.0% | -1.4% | +0.4% | +0.5% |
| 6M | +45.9% | +5.5% | +40.4% | +39.6% |
| YTD | +134.8% | +16.1% | +118.8% | +104.7% |
| 1Y | +104.6% | +20.3% | +84.3% | +72.4% |
| 3Y | +152.8% | +90.4% | +62.4% | +42.0% |
| 5Y | -17.4% | +93.5% | -110.9% | -53.2% |
| 10Y | +22.4% | +161.5% | -139.1% | -44.4% |
| All | -61.3% | +249.2% | -310.5% | -83.4% |
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