+130.2%
BP vs BB
-28.6%
+158.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | -5.6% | +9.6% | +4.3% |
| 30D | +7.6% | -11.8% | +19.4% | +8.4% |
| 3M | +0.7% | -25.5% | +26.2% | +2.1% |
| 6M | +15.5% | +121.3% | -105.8% | +6.5% |
| YTD | +30.8% | +103.2% | -72.3% | +21.5% |
| 1Y | +34.3% | +102.6% | -68.3% | +24.1% |
| 3Y | +35.1% | +37.5% | -2.4% | +26.4% |
| All | +130.2% | -28.6% | +158.8% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling