+3,310.4%
V vs BB
-91.8%
+3,402.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.6% |
| 7D | +2.2% | +3.8% | -1.6% | +1.6% |
| 30D | +13.6% | -0.3% | +13.9% | +13.2% |
| 3M | +14.3% | -0.5% | +14.8% | +13.4% |
| 6M | +33.1% | +45.9% | -12.8% | +23.1% |
| YTD | +21.2% | +130.6% | -109.4% | +4.5% |
| 1Y | +26.4% | +89.2% | -62.7% | +11.7% |
| 3Y | +77.6% | +137.5% | -59.9% | +44.7% |
| 5Y | +102.6% | -20.9% | +123.5% | +87.9% |
| 10Y | +464.4% | +25.4% | +439.0% | +300.3% |
| All | +3,310.4% | -91.8% | +3,402.1% | +3,529.0% |
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