+14.7%
S vs BB
+68.2%
-53.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.9% |
| 7D | -5.8% | +0.5% | -6.3% | -5.9% |
| 30D | -9.2% | -12.4% | +3.2% | -5.8% |
| 3M | +23.4% | -15.3% | +38.7% | +27.4% |
| 6M | +36.9% | +128.8% | -91.9% | +5.3% |
| YTD | +29.5% | +107.7% | -78.1% | +2.5% |
| 1Y | +5.4% | +103.9% | -98.5% | -17.0% |
| 3Y | +14.7% | +72.6% | -57.9% | -13.7% |
| All | +14.7% | +68.2% | -53.5% | -13.7% |
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