+48.4%
IR vs BB
-30.6%
+79.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.8% | -5.6% | +2.8% | -1.9% |
| 30D | -15.1% | -11.8% | -3.3% | -13.6% |
| 3M | +6.1% | -25.5% | +31.6% | +9.6% |
| 6M | -16.8% | +121.3% | -138.1% | -30.4% |
| YTD | -3.5% | +103.2% | -106.7% | -18.1% |
| 1Y | -3.5% | +102.6% | -106.1% | -18.7% |
| 3Y | +9.5% | +37.5% | -28.0% | -5.4% |
| All | +48.4% | -30.6% | +79.0% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling