+1.8%
W vs BB
+98.3%
-96.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.9% | -3.5% |
| 7D | +1.1% | +11.6% | -10.5% | -0.9% |
| 30D | +6.4% | +2.6% | +3.8% | +5.4% |
| 3M | +9.0% | +3.5% | +5.5% | +7.3% |
| 6M | +69.8% | +43.5% | +26.3% | +56.7% |
| YTD | +12.1% | +141.2% | -129.1% | -8.3% |
| All | +1.8% | +98.3% | -96.5% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling