+33.6%
TER vs BB
+98.3%
-64.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.1% |
| 7D | -8.9% | +11.6% | -20.5% | -12.3% |
| 30D | -39.1% | +2.6% | -41.6% | -39.4% |
| 3M | -32.8% | +3.5% | -36.3% | -33.7% |
| 6M | -31.7% | +43.5% | -75.2% | -32.7% |
| YTD | +26.9% | +141.2% | -114.2% | +10.9% |
| 1Y | +33.6% | +97.4% | -63.8% | +26.1% |
| All | +33.6% | +98.3% | -64.7% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling