+273.2%
BP vs BB
+325.9%
-52.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | -6.3% | +11.6% | -17.9% | -7.2% |
| 30D | -3.6% | +2.6% | -6.2% | -4.1% |
| 3M | +5.2% | +3.5% | +1.7% | +4.3% |
| 6M | +5.3% | +43.5% | -38.2% | +0.6% |
| YTD | +33.1% | +141.2% | -108.0% | +21.0% |
| 1Y | +26.3% | +97.4% | -71.1% | +16.6% |
| 3Y | +47.5% | +151.1% | -103.6% | +29.9% |
| 5Y | +106.2% | -12.8% | +119.0% | +94.5% |
| 10Y | +127.0% | +27.5% | +99.5% | +91.0% |
| All | +273.2% | +325.9% | -52.8% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling