-42.9%
TER vs BB
+57.2%
-100.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +0.5% |
| 7D | -20.5% | +3.8% | -24.3% | -21.8% |
| 30D | -47.0% | -0.3% | -46.7% | -46.7% |
| 3M | -43.3% | -0.5% | -42.8% | -43.5% |
| 6M | -42.9% | +45.9% | -88.8% | -42.5% |
| All | -42.9% | +57.2% | -100.1% | -42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling