-68.9%
XYZ vs BB
-30.6%
-38.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.0% | -5.6% | +4.7% | +1.5% |
| 30D | -1.7% | -11.8% | +10.1% | +3.3% |
| 3M | +16.7% | -25.5% | +42.3% | +27.3% |
| 6M | +26.9% | +121.3% | -94.4% | -21.6% |
| YTD | +27.1% | +103.2% | -76.0% | -17.9% |
| 1Y | +9.3% | +102.6% | -93.4% | -31.1% |
| 3Y | +42.3% | +37.5% | +4.8% | -0.7% |
| All | -68.9% | -30.6% | -38.3% | -67.2% |
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