+47.6%
EXC vs BB
-30.6%
+78.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.3% | -5.6% | +5.9% | +0.4% |
| 30D | -3.7% | -11.8% | +8.1% | -3.5% |
| 3M | -1.3% | -25.5% | +24.2% | -1.0% |
| 6M | -9.7% | +121.3% | -131.0% | -12.2% |
| YTD | +2.9% | +103.2% | -100.3% | +0.3% |
| 1Y | +4.4% | +102.6% | -98.2% | +1.6% |
| 3Y | +22.2% | +37.5% | -15.3% | +19.8% |
| All | +47.6% | -30.6% | +78.2% | +46.4% |
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