+851.5%
BX vs BB
-84.5%
+936.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.9% |
| 7D | +0.6% | +1.8% | -1.3% | +0.2% |
| 30D | +14.2% | +8.1% | +6.1% | +11.5% |
| 3M | -18.7% | -1.0% | -17.7% | -19.6% |
| 6M | +2.5% | +45.9% | -43.4% | -9.5% |
| YTD | -18.8% | +134.8% | -153.6% | -36.3% |
| 1Y | -10.3% | +104.6% | -114.9% | -27.6% |
| 3Y | +35.4% | +152.8% | -117.5% | -2.5% |
| 5Y | +0.3% | -17.4% | +17.7% | -10.1% |
| 10Y | +668.4% | +22.4% | +645.9% | +381.6% |
| All | +851.5% | -84.5% | +936.1% | +762.8% |
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