+533.2%
XYZ vs BB
+0.8%
+532.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.0% | -5.6% | +4.7% | +0.8% |
| 30D | -1.7% | -11.8% | +10.1% | +1.9% |
| 3M | +16.7% | -25.5% | +42.3% | +24.6% |
| 6M | +26.9% | +121.3% | -94.4% | -7.1% |
| YTD | +27.1% | +103.2% | -76.0% | -4.2% |
| 1Y | +9.3% | +102.6% | -93.4% | -18.6% |
| 3Y | +42.3% | +37.5% | +4.8% | +10.9% |
| 5Y | -69.3% | -30.4% | -38.9% | -71.3% |
| 10Y | +586.8% | 0.0% | +586.8% | +295.6% |
| All | +533.2% | +0.8% | +532.4% | +269.0% |
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