+167.0%
BB vs FIVE
+42.3%
+124.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.1% |
| 7D | +7.3% | -0.5% | +7.8% | +7.5% |
| 30D | +11.2% | +17.4% | -6.2% | +7.1% |
| 3M | +4.7% | +7.0% | -2.4% | +2.5% |
| 6M | +51.1% | +20.5% | +30.7% | +42.5% |
| YTD | +148.0% | +33.1% | +114.9% | +127.4% |
| 1Y | +106.1% | +67.1% | +39.1% | +77.8% |
| All | +167.0% | +42.3% | +124.8% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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