-26.2%
BE vs BB
+46.4%
-72.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.8% | +10.1% | +12.1% |
| 7D | +4.5% | +7.3% | -2.8% | +2.7% |
| 30D | -20.1% | +11.2% | -31.4% | -21.9% |
| 3M | -0.8% | +4.7% | -5.5% | -2.1% |
| 6M | -26.2% | +51.1% | -77.3% | -29.4% |
| All | -26.2% | +46.4% | -72.6% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 6mo: compounded portfolio wealth divided by compounded BB 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…
6mo analysis · Full analysis span regression · 6 months rolling