+312.3%
A vs BB
+31.7%
+280.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -0.9% |
| 7D | -0.1% | +7.3% | -7.4% | -1.0% |
| 30D | +3.3% | +11.2% | -8.0% | +1.8% |
| 3M | +18.5% | +4.7% | +13.9% | +17.3% |
| 6M | +59.3% | +51.1% | +8.2% | +49.0% |
| YTD | +31.0% | +148.0% | -117.0% | +14.6% |
| 1Y | +19.3% | +106.1% | -86.8% | +6.6% |
| 3Y | +66.8% | +158.2% | -91.4% | +39.7% |
| 5Y | +15.5% | -10.8% | +26.3% | +5.8% |
| 10Y | +312.3% | +29.3% | +283.1% | +202.9% |
| All | +312.3% | +31.7% | +280.7% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling