+104.5%
M vs BB
+258.8%
-154.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.7% | -5.6% | +10.4% | +5.7% |
| 30D | -9.6% | -11.8% | +2.2% | -8.0% |
| 3M | +0.9% | -25.5% | +26.4% | +4.4% |
| 6M | +22.3% | +121.3% | -99.0% | +5.1% |
| YTD | +6.5% | +103.2% | -96.6% | -7.3% |
| 1Y | +38.8% | +102.6% | -63.9% | +20.1% |
| 3Y | +115.9% | +37.5% | +78.4% | +90.2% |
| 5Y | +28.6% | -30.4% | +59.1% | +23.1% |
| 10Y | -2.5% | 0.0% | -2.5% | -18.8% |
| All | +104.5% | +258.8% | -154.3% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling