+13.7%
O vs BB
-27.1%
+40.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.5% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | -2.0% | -12.4% | +10.4% | -1.4% |
| 3M | +3.0% | -15.3% | +18.3% | +3.2% |
| 6M | -3.6% | +128.8% | -132.4% | -9.4% |
| YTD | +12.1% | +107.7% | -95.6% | +5.9% |
| 1Y | +8.9% | +103.9% | -95.0% | +2.7% |
| 3Y | +30.3% | +72.6% | -42.3% | +21.9% |
| 5Y | +13.7% | -24.3% | +38.0% | +10.6% |
| All | +13.7% | -27.1% | +40.8% | +10.6% |
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 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