+202.8%
TER vs BB
-30.6%
+233.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | -5.6% | +6.3% | +2.6% |
| 30D | -8.3% | -11.8% | +3.5% | -4.5% |
| 3M | -12.2% | -25.5% | +13.3% | -3.4% |
| 6M | +17.1% | +121.3% | -104.2% | -11.9% |
| YTD | +84.7% | +103.2% | -18.5% | +42.7% |
| 1Y | +199.9% | +102.6% | +97.3% | +130.6% |
| 3Y | +232.8% | +37.5% | +195.3% | +168.0% |
| All | +202.8% | -30.6% | +233.4% | +184.2% |
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 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