+55.2%
V vs BB
+64.5%
-9.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | -5.6% | +3.9% | -1.5% |
| 30D | +2.0% | -11.8% | +13.8% | +2.4% |
| 3M | +17.4% | -25.5% | +42.9% | +18.2% |
| 6M | +17.5% | +121.3% | -103.8% | +11.0% |
| YTD | +7.6% | +103.2% | -95.6% | +2.1% |
| 1Y | +7.7% | +102.6% | -94.9% | +1.8% |
| All | +55.2% | +64.5% | -9.4% | +42.4% |
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 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