+26.4%
MAR vs BB
+101.1%
-74.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.7% |
| 7D | -2.1% | -2.1% | 0.0% | -2.1% |
| 30D | -5.7% | -16.0% | +10.4% | -5.5% |
| 3M | -14.6% | -14.5% | -0.1% | -14.9% |
| 6M | +1.3% | +118.6% | -117.2% | -7.1% |
| YTD | +6.7% | +98.9% | -92.2% | -2.1% |
| 1Y | +26.4% | +99.5% | -73.0% | +14.3% |
| All | +26.4% | +101.1% | -74.6% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling