+23.9%
IR vs BB
+147.9%
-124.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | 0.0% |
| 7D | +2.5% | +1.8% | +0.7% | +2.3% |
| 30D | +9.2% | +8.1% | +1.0% | +7.9% |
| 3M | +0.9% | -1.0% | +2.0% | +0.5% |
| 6M | +19.2% | +45.9% | -26.7% | +10.3% |
| YTD | +7.5% | +134.8% | -127.4% | -8.2% |
| 1Y | +11.7% | +104.6% | -92.9% | -2.7% |
| 3Y | +23.9% | +152.8% | -128.9% | -1.5% |
| All | +23.9% | +147.9% | -124.0% | -1.5% |
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