+22.4%
F vs BB
+258.8%
-236.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | -5.6% | +11.0% | +6.2% |
| 30D | +4.6% | -11.8% | +16.4% | +6.2% |
| 3M | -3.7% | -25.5% | +21.9% | -0.7% |
| 6M | +16.8% | +121.3% | -104.4% | +2.8% |
| YTD | +15.3% | +103.2% | -87.9% | +2.6% |
| 1Y | +31.0% | +102.6% | -71.6% | +16.1% |
| 3Y | +45.4% | +37.5% | +7.9% | +30.0% |
| 5Y | +54.7% | -30.4% | +85.1% | +48.3% |
| 10Y | +98.2% | 0.0% | +98.2% | +61.6% |
| All | +22.4% | +258.8% | -236.5% | -15.2% |
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