+52.2%
EW vs BB
+132.4%
-80.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +1.0% |
| 7D | +11.0% | +3.8% | +7.2% | +10.7% |
| 30D | +19.1% | -0.3% | +19.4% | +18.9% |
| 3M | +14.4% | -0.5% | +14.8% | +14.0% |
| 6M | +22.8% | +45.9% | -23.1% | +17.8% |
| YTD | +19.8% | +130.6% | -110.8% | +10.3% |
| 1Y | +23.9% | +89.2% | -65.3% | +15.9% |
| 3Y | +52.2% | +137.5% | -85.3% | +40.6% |
| All | +52.2% | +132.4% | -80.2% | +40.6% |
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