+11.7%
D vs BB
-17.6%
+29.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | -1.4% | +1.8% | -3.2% | -1.4% |
| 30D | +7.7% | +8.1% | -0.4% | +7.4% |
| 3M | -0.3% | -1.0% | +0.7% | -0.4% |
| 6M | +10.1% | +45.9% | -35.8% | +7.8% |
| YTD | +19.1% | +134.8% | -115.8% | +14.2% |
| 1Y | +15.9% | +104.6% | -88.7% | +11.8% |
| 3Y | +75.0% | +152.8% | -77.8% | +63.5% |
| All | +11.7% | -17.6% | +29.3% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling