+696.1%
TER vs BB
+307.3%
+388.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +1.4% |
| 7D | -20.5% | +3.8% | -24.3% | -21.3% |
| 30D | -47.0% | -0.3% | -46.7% | -46.9% |
| 3M | -43.3% | -0.5% | -42.8% | -43.5% |
| 6M | -42.9% | +45.9% | -88.8% | -48.9% |
| YTD | +12.9% | +130.6% | -117.7% | -11.7% |
| 1Y | +18.2% | +89.2% | -71.0% | -3.0% |
| 3Y | +151.8% | +137.5% | +14.3% | +84.0% |
| 5Y | +54.2% | -20.9% | +75.1% | +44.1% |
| 10Y | +908.2% | +25.4% | +882.8% | +547.4% |
| All | +696.1% | +307.3% | +388.8% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling