+42.1%
RF vs BB
-20.8%
+62.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.0% |
| 7D | -0.9% | +3.8% | -4.7% | -1.5% |
| 30D | +6.0% | -0.3% | +6.4% | +5.6% |
| 3M | -8.9% | -0.5% | -8.4% | -9.7% |
| 6M | +2.3% | +45.9% | -43.6% | -6.5% |
| YTD | +7.6% | +130.6% | -123.1% | -9.9% |
| 1Y | +21.2% | +89.2% | -68.0% | +4.8% |
| 3Y | +108.5% | +137.5% | -29.0% | +63.9% |
| All | +42.1% | -20.8% | +62.9% | +44.8% |
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 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