+2,327.9%
NDAQ vs BB
+306.3%
+2,021.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.4% | -5.6% | +3.2% | -1.7% |
| 30D | +2.5% | -11.8% | +14.3% | +4.0% |
| 3M | +9.9% | -25.5% | +35.5% | +12.8% |
| 6M | +9.4% | +121.3% | -111.8% | -4.5% |
| YTD | +0.4% | +103.2% | -102.7% | -11.3% |
| 1Y | +4.0% | +102.6% | -98.6% | -8.5% |
| 3Y | +94.4% | +37.5% | +56.9% | +72.0% |
| 5Y | +56.7% | -30.4% | +87.2% | +48.0% |
| 10Y | +375.3% | 0.0% | +375.3% | +258.2% |
| All | +2,327.9% | +306.3% | +2,021.6% | +1,852.8% |
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