-3.5%
F vs BB
+98.3%
-101.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | -0.2% | +11.6% | -11.8% | -1.1% |
| 30D | +0.9% | +2.6% | -1.7% | +0.4% |
| 3M | -11.3% | +3.5% | -14.8% | -12.0% |
| 6M | +2.0% | +43.5% | -41.5% | -5.5% |
| YTD | -3.2% | +141.2% | -144.3% | -15.8% |
| 1Y | -3.5% | +97.4% | -100.9% | -14.0% |
| All | -3.5% | +98.3% | -101.7% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling