+828.8%
EXC vs BB
+329.7%
+499.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.2% |
| 7D | -1.7% | +15.0% | -16.7% | -2.3% |
| 30D | +9.3% | +3.5% | +5.8% | +9.0% |
| 3M | +1.0% | +2.7% | -1.6% | +0.7% |
| 6M | +5.9% | +44.7% | -38.8% | +3.6% |
| YTD | +7.6% | +143.3% | -135.6% | +2.7% |
| 1Y | +2.4% | +102.2% | -99.8% | -1.6% |
| 3Y | +30.2% | +156.1% | -125.9% | +22.0% |
| 5Y | +41.4% | -17.6% | +59.0% | +37.5% |
| 10Y | +183.8% | +29.0% | +154.8% | +156.8% |
| All | +828.8% | +329.7% | +499.2% | +788.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling