+137.5%
BB vs FIVE
+34.8%
+102.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | -0.3% | +17.7% | -18.0% | -4.1% |
| 3M | -0.5% | +4.0% | -4.4% | -1.9% |
| 6M | +45.9% | +2.6% | +43.3% | +43.4% |
| YTD | +130.6% | +27.6% | +103.0% | +113.4% |
| 1Y | +89.2% | +59.9% | +29.2% | +64.7% |
| 3Y | +137.5% | +35.8% | +101.7% | +67.9% |
| All | +137.5% | +34.8% | +102.7% | +67.9% |
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