+4.9%
F vs BB
+290.1%
-285.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | -0.5% |
| 7D | +1.4% | -8.9% | +10.3% | +2.6% |
| 30D | +2.0% | -12.6% | +14.7% | +3.4% |
| 3M | -10.4% | -4.1% | -6.2% | -10.6% |
| 6M | +9.7% | +49.5% | -39.8% | +1.7% |
| YTD | -1.2% | +120.8% | -122.0% | -13.7% |
| 1Y | 0.0% | +76.2% | -76.2% | -10.1% |
| 3Y | +41.1% | +123.8% | -82.7% | +17.8% |
| 5Y | -11.4% | -24.3% | +12.8% | -16.4% |
| 10Y | +85.0% | +20.1% | +64.9% | +46.3% |
| All | +4.9% | +290.1% | -285.2% | -28.7% |
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