+38.3%
S vs BB
+147.9%
-109.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | +2.0% | +1.8% | +0.1% | +1.5% |
| 30D | -2.7% | +8.1% | -10.9% | -4.9% |
| 3M | -6.9% | -1.0% | -5.9% | -6.9% |
| 6M | +38.1% | +45.9% | -7.8% | +21.2% |
| YTD | +48.0% | +134.8% | -86.8% | +12.4% |
| 1Y | +34.5% | +104.6% | -70.1% | +5.4% |
| 3Y | +38.3% | +152.8% | -114.5% | -6.6% |
| All | +38.3% | +147.9% | -109.6% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling