+8.5%
IR vs BB
+68.2%
-59.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -1.9% |
| 7D | +0.6% | +0.5% | +0.1% | +0.6% |
| 30D | -13.6% | -12.4% | -1.3% | -12.4% |
| 3M | +3.7% | -15.3% | +19.0% | +4.4% |
| 6M | -13.1% | +128.8% | -141.8% | -24.8% |
| YTD | -5.1% | +107.7% | -112.8% | -16.8% |
| 1Y | -6.5% | +103.9% | -110.3% | -18.3% |
| 3Y | +8.5% | +72.6% | -64.1% | -12.5% |
| All | +8.5% | +68.2% | -59.7% | -12.5% |
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