+882.1%
BX vs B
+96.3%
+785.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +3.3% |
| 7D | +3.3% | +11.3% | -8.1% | +2.0% |
| 30D | +9.6% | +2.9% | +6.6% | +9.1% |
| 3M | -8.7% | -2.9% | -5.8% | -8.6% |
| 6M | +2.2% | -1.2% | +3.4% | +1.9% |
| YTD | -16.2% | -1.3% | -14.9% | -16.8% |
| 1Y | -11.5% | +30.4% | -41.9% | -15.0% |
| 3Y | +41.0% | +195.3% | -154.3% | +21.6% |
| 5Y | +1.1% | +146.2% | -145.1% | -12.0% |
| 10Y | +710.1% | +200.5% | +509.6% | +571.0% |
| All | +882.1% | +96.3% | +785.8% | +567.8% |
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