-29.4%
EW vs BB
-27.1%
-2.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -3.8% |
| 7D | -4.4% | +0.5% | -4.9% | -4.5% |
| 30D | -3.3% | -12.4% | +9.0% | -1.8% |
| 3M | +1.0% | -15.3% | +16.3% | +2.0% |
| 6M | +6.2% | +128.8% | -122.6% | -9.0% |
| YTD | +1.7% | +107.7% | -105.9% | -11.6% |
| 1Y | +8.1% | +103.9% | -95.8% | -6.7% |
| 3Y | +17.1% | +72.6% | -55.5% | -0.1% |
| 5Y | -29.4% | -24.3% | -5.1% | -30.7% |
| All | -29.4% | -27.1% | -2.3% | -30.7% |
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