+82.3%
PL vs BB
-30.6%
+112.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -9.3% | -5.6% | -3.7% | -6.8% |
| 30D | -18.9% | -11.8% | -7.1% | -14.2% |
| 3M | -58.4% | -25.5% | -32.8% | -52.2% |
| 6M | -30.3% | +121.3% | -151.6% | -54.1% |
| YTD | -8.1% | +103.2% | -111.3% | -36.8% |
| 1Y | +180.5% | +102.6% | +77.9% | +88.7% |
| 3Y | +444.1% | +37.5% | +406.6% | +305.8% |
| All | +82.3% | -30.6% | +112.9% | +65.5% |
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 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