+198.3%
W vs BB
-7.8%
+206.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.9% | -3.4% |
| 7D | +1.1% | +11.6% | -10.5% | -2.9% |
| 30D | +6.4% | +2.6% | +3.8% | +4.7% |
| 3M | +9.0% | +3.5% | +5.5% | +5.5% |
| 6M | +69.8% | +43.5% | +26.3% | +39.3% |
| YTD | +12.1% | +141.2% | -129.1% | -26.4% |
| 1Y | 0.0% | +97.4% | -97.4% | -29.7% |
| 3Y | +160.3% | +151.1% | +9.2% | +56.8% |
| 5Y | -53.3% | -12.8% | -40.5% | -59.3% |
| 10Y | +217.0% | +27.5% | +189.5% | +69.7% |
| All | +198.3% | -7.8% | +206.1% | +35.5% |
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