+469.1%
P vs BB
+32.0%
+437.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +2.4% |
| 7D | -23.8% | +3.8% | -27.6% | -24.4% |
| 30D | -36.6% | -0.3% | -36.3% | -36.5% |
| 3M | +10.9% | -0.5% | +11.3% | +10.6% |
| 6M | +30.0% | +45.9% | -15.9% | +16.4% |
| YTD | +44.4% | +130.6% | -86.2% | +14.9% |
| 1Y | +3.9% | +89.2% | -85.2% | -13.8% |
| 3Y | +176.6% | +137.5% | +39.1% | +106.8% |
| 5Y | +249.3% | -20.9% | +270.2% | +218.9% |
| 10Y | +726.9% | +25.4% | +701.5% | +377.5% |
| All | +469.1% | +32.0% | +437.1% | +241.6% |
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 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