+967.7%
BX vs BB
-86.6%
+1,054.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | -5.6% | +1.3% | -3.1% |
| 30D | +0.1% | -11.8% | +11.9% | +2.7% |
| 3M | +16.0% | -25.5% | +41.5% | +21.6% |
| 6M | +21.6% | +121.3% | -99.6% | -2.4% |
| YTD | -8.9% | +103.2% | -112.1% | -25.4% |
| 1Y | -16.6% | +102.6% | -119.2% | -32.2% |
| 3Y | +43.3% | +37.5% | +5.8% | +18.9% |
| 5Y | +25.7% | -30.4% | +56.1% | +17.8% |
| 10Y | +689.5% | 0.0% | +689.5% | +423.3% |
| All | +967.7% | -86.6% | +1,054.3% | +911.0% |
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