+119.9%
NDAQ vs BB
+132.4%
-12.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | +0.1% |
| 7D | +0.8% | +3.8% | -3.0% | +0.7% |
| 30D | +16.5% | -0.3% | +16.9% | +16.3% |
| 3M | +13.5% | -0.5% | +14.0% | +13.1% |
| 6M | +20.9% | +45.9% | -25.0% | +16.0% |
| YTD | +11.4% | +130.6% | -119.2% | +2.7% |
| 1Y | +25.9% | +89.2% | -63.3% | +17.5% |
| 3Y | +119.9% | +137.5% | -17.6% | +96.6% |
| All | +119.9% | +132.4% | -12.6% | +96.6% |
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