+53.8%
NDAQ vs BB
-27.1%
+80.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.1% |
| 7D | -2.6% | +0.5% | -3.1% | -2.6% |
| 30D | +0.5% | -12.4% | +12.8% | +1.7% |
| 3M | +9.9% | -15.3% | +25.2% | +10.5% |
| 6M | +8.2% | +128.8% | -120.6% | -4.6% |
| YTD | -1.5% | +107.7% | -109.1% | -12.1% |
| 1Y | +1.3% | +103.9% | -102.6% | -9.8% |
| 3Y | +92.6% | +72.6% | +20.0% | +69.3% |
| 5Y | +53.8% | -24.3% | +78.1% | +48.9% |
| All | +53.8% | -27.1% | +80.9% | +48.9% |
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