-15.8%
F vs BB
-14.0%
-1.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.3% |
| 7D | -3.9% | +9.0% | -12.8% | -5.5% |
| 30D | -0.5% | +7.7% | -8.1% | -2.5% |
| 3M | -12.9% | +4.0% | -16.9% | -14.7% |
| 6M | +1.5% | +46.6% | -45.1% | -9.5% |
| YTD | -5.0% | +140.6% | -145.7% | -24.5% |
| 1Y | -7.3% | +103.1% | -110.5% | -23.9% |
| 3Y | +45.3% | +150.5% | -105.3% | +4.9% |
| 5Y | -15.8% | -15.4% | -0.4% | -22.7% |
| All | -15.8% | -14.0% | -1.7% | -22.7% |
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