+4.1%
F vs BB
+307.3%
-303.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.3% |
| 7D | +1.6% | +3.8% | -2.2% | +1.0% |
| 30D | +2.6% | -0.3% | +3.0% | +2.2% |
| 3M | -8.8% | -0.5% | -8.4% | -9.6% |
| 6M | +4.6% | +45.9% | -41.3% | -2.7% |
| YTD | -1.9% | +130.6% | -132.5% | -14.9% |
| 1Y | -0.8% | +89.2% | -89.9% | -11.7% |
| 3Y | +43.5% | +137.5% | -94.0% | +18.8% |
| 5Y | -12.1% | -20.9% | +8.8% | -17.5% |
| 10Y | +83.6% | +25.4% | +58.2% | +44.4% |
| All | +4.1% | +307.3% | -303.2% | -29.6% |
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