+46.0%
RF vs BB
-11.2%
+57.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.1% | -0.6% |
| 7D | -1.3% | +7.3% | -8.6% | -2.4% |
| 30D | +4.6% | +11.2% | -6.6% | +2.6% |
| 3M | -8.4% | +4.7% | -13.1% | -9.9% |
| 6M | +8.9% | +51.1% | -42.3% | -1.0% |
| YTD | +8.8% | +148.0% | -139.2% | -9.8% |
| 1Y | +18.9% | +106.1% | -87.2% | +1.5% |
| 3Y | +116.0% | +158.2% | -42.3% | +67.5% |
| 5Y | +46.0% | -10.8% | +56.9% | +45.3% |
| All | +46.0% | -11.2% | +57.3% | +45.3% |
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