-63.9%
XYZ vs BB
-20.8%
-43.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | -0.2% |
| 7D | +12.1% | +3.8% | +8.3% | +10.5% |
| 30D | +12.4% | -0.3% | +12.7% | +11.3% |
| 3M | +8.2% | -0.5% | +8.6% | +5.7% |
| 6M | +20.7% | +45.9% | -25.2% | -8.2% |
| YTD | +31.3% | +130.6% | -99.3% | -22.0% |
| 1Y | +20.5% | +89.2% | -68.7% | -21.7% |
| 3Y | +72.6% | +137.5% | -64.9% | -16.0% |
| All | -63.9% | -20.8% | -43.1% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling