+27.6%
IR vs BB
+132.4%
-104.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | +0.9% |
| 7D | +3.7% | +3.8% | -0.1% | +3.2% |
| 30D | +7.4% | -0.3% | +7.8% | +7.2% |
| 3M | -5.9% | -0.5% | -5.5% | -6.4% |
| 6M | +5.6% | +45.9% | -40.3% | -2.4% |
| YTD | +4.8% | +130.6% | -125.8% | -10.1% |
| 1Y | +6.9% | +89.2% | -82.2% | -5.7% |
| 3Y | +27.6% | +137.5% | -109.9% | +2.3% |
| All | +27.6% | +132.4% | -104.9% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling