+846.1%
BX vs B
+88.4%
+757.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +1.8% | +9.6% | -7.8% | +0.7% |
| 30D | +7.9% | +3.5% | +4.4% | +7.3% |
| 3M | -9.6% | -1.6% | -8.0% | -9.6% |
| 6M | -2.3% | -1.7% | -0.6% | -2.5% |
| YTD | -19.3% | -5.3% | -14.0% | -19.5% |
| 1Y | -13.2% | +27.2% | -40.5% | -16.5% |
| 3Y | +33.8% | +166.1% | -132.3% | +16.8% |
| 5Y | 0.0% | +136.5% | -136.5% | -12.5% |
| 10Y | +685.4% | +172.2% | +513.2% | +557.6% |
| All | +846.1% | +88.4% | +757.7% | +546.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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