+64.7%
D vs BB
+59.1%
+5.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.5% | -5.6% | +7.1% | +1.6% |
| 30D | -2.6% | -11.8% | +9.2% | -2.4% |
| 3M | 0.0% | -25.5% | +25.5% | +0.3% |
| 6M | +7.4% | +121.3% | -113.9% | +3.8% |
| YTD | +15.9% | +103.2% | -87.3% | +12.3% |
| 1Y | +18.1% | +102.6% | -84.5% | +14.1% |
| All | +64.7% | +59.1% | +5.7% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling