-9.7%
NI vs BB
+131.5%
-141.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.2% |
| 7D | +2.3% | +0.5% | +1.8% | +2.3% |
| 30D | -1.7% | -12.4% | +10.7% | -1.8% |
| 3M | -8.0% | -15.3% | +7.3% | -8.5% |
| All | -9.7% | +131.5% | -141.2% | -12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling