+33.9%
TER vs BB
+100.0%
-66.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.5% | +7.2% | +10.7% |
| 7D | -5.8% | +15.0% | -20.7% | -10.2% |
| 30D | -38.9% | +3.5% | -42.4% | -39.4% |
| 3M | -35.1% | +2.7% | -37.8% | -35.9% |
| 6M | -31.6% | +44.7% | -76.3% | -32.7% |
| YTD | +27.2% | +143.3% | -116.0% | +10.8% |
| All | +33.9% | +100.0% | -66.1% | +26.0% |
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