-68.1%
SE vs BB
-30.6%
-37.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | -5.6% | -0.5% | -4.2% |
| 30D | -2.5% | -11.8% | +9.3% | +1.5% |
| 3M | +21.7% | -25.5% | +47.2% | +31.0% |
| 6M | +27.0% | +121.3% | -94.3% | -13.4% |
| YTD | -12.1% | +103.2% | -115.3% | -38.0% |
| 1Y | -40.9% | +102.6% | -143.5% | -59.0% |
| 3Y | +191.0% | +37.5% | +153.5% | +116.9% |
| All | -68.1% | -30.6% | -37.5% | -66.8% |
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