+50.3%
TER vs BB
+103.9%
-53.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.5% | +7.2% |
| 7D | +5.9% | +7.3% | -1.4% | +3.6% |
| 30D | -30.8% | +11.2% | -42.0% | -33.0% |
| 3M | -29.9% | +4.7% | -34.6% | -31.3% |
| 6M | -27.5% | +51.1% | -78.6% | -29.1% |
| YTD | +37.5% | +148.0% | -110.5% | +19.7% |
| 1Y | +50.3% | +106.1% | -55.9% | +39.2% |
| All | +50.3% | +103.9% | -53.7% | +39.2% |
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