+485.4%
P vs BB
+16.3%
+469.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | -5.6% | +12.2% | +8.1% |
| 30D | +18.8% | -11.8% | +30.6% | +22.2% |
| 3M | +26.7% | -25.5% | +52.3% | +34.6% |
| 6M | +62.2% | +121.3% | -59.1% | +30.4% |
| YTD | +48.5% | +103.2% | -54.7% | +22.0% |
| 1Y | +26.4% | +102.6% | -76.2% | +2.9% |
| 3Y | +159.4% | +37.5% | +121.9% | +118.5% |
| 5Y | +275.8% | -30.4% | +306.2% | +252.8% |
| 10Y | +732.0% | 0.0% | +732.0% | +407.6% |
| All | +485.4% | +16.3% | +469.0% | +262.8% |
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