+2,628.3%
NDAQ vs BB
+386.5%
+2,241.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.6% |
| 7D | -0.1% | +15.0% | -15.1% | -2.0% |
| 30D | +15.9% | +3.5% | +12.4% | +14.8% |
| 3M | +15.1% | +2.7% | +12.4% | +13.7% |
| 6M | +22.9% | +44.7% | -21.9% | +13.8% |
| YTD | +12.8% | +143.3% | -130.4% | -3.3% |
| 1Y | +26.0% | +102.2% | -76.2% | +10.5% |
| 3Y | +119.7% | +156.1% | -36.4% | +78.1% |
| 5Y | +65.4% | -17.6% | +83.0% | +52.3% |
| 10Y | +469.3% | +29.0% | +440.3% | +311.2% |
| All | +2,628.3% | +386.5% | +2,241.7% | +2,027.5% |
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