+191.2%
TER vs BB
+147.9%
+43.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.6% |
| 7D | +14.4% | +1.8% | +12.5% | +13.9% |
| 30D | -30.6% | +8.1% | -38.7% | -32.1% |
| 3M | -39.2% | -1.0% | -38.2% | -39.2% |
| 6M | -31.3% | +45.9% | -77.2% | -38.3% |
| YTD | +29.1% | +134.8% | -105.7% | -0.9% |
| 1Y | +47.4% | +104.6% | -57.2% | +17.5% |
| 3Y | +191.2% | +152.8% | +38.4% | +91.2% |
| All | +191.2% | +147.9% | +43.3% | +91.2% |
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 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