-68.0%
U vs BB
-27.1%
-40.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.4% |
| 7D | +4.5% | +0.5% | +4.0% | +4.2% |
| 30D | -0.6% | -12.4% | +11.8% | +5.8% |
| 3M | +48.4% | -15.3% | +63.7% | +54.4% |
| 6M | +115.4% | +128.8% | -13.4% | +17.9% |
| YTD | -3.2% | +107.7% | -110.9% | -42.9% |
| 1Y | -6.0% | +103.9% | -109.9% | -45.3% |
| 3Y | +13.5% | +72.6% | -59.1% | -38.3% |
| 5Y | -68.0% | -24.3% | -43.8% | -69.2% |
| All | -68.0% | -27.1% | -40.9% | -69.2% |
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