-3.4%
M vs BB
-17.6%
+14.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.1% |
| 7D | +7.0% | +1.8% | +5.2% | +6.6% |
| 30D | +8.9% | +8.1% | +0.8% | +6.2% |
| 3M | +4.5% | -1.0% | +5.5% | +3.3% |
| 6M | +36.2% | +45.9% | -9.7% | +17.9% |
| YTD | +15.1% | +134.8% | -119.7% | -13.5% |
| 1Y | +27.4% | +104.6% | -77.2% | -1.2% |
| 3Y | +160.1% | +152.8% | +7.3% | +74.2% |
| All | -3.4% | -17.6% | +14.1% | -5.1% |
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