+2,926.4%
V vs BB
-92.7%
+3,019.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | -5.6% | +3.9% | -1.0% |
| 30D | +2.0% | -11.8% | +13.8% | +3.5% |
| 3M | +17.4% | -25.5% | +42.9% | +20.6% |
| 6M | +17.5% | +121.3% | -103.8% | +2.5% |
| YTD | +7.6% | +103.2% | -95.6% | -5.1% |
| 1Y | +7.7% | +102.6% | -94.9% | -5.6% |
| 3Y | +54.7% | +37.5% | +17.2% | +36.6% |
| 5Y | +73.0% | -30.4% | +103.5% | +63.7% |
| 10Y | +390.9% | 0.0% | +390.9% | +262.3% |
| All | +2,926.4% | -92.7% | +3,019.2% | +3,197.6% |
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