+238.4%
A vs BB
-0.1%
+238.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.8% |
| 7D | -4.6% | -2.1% | -2.5% | -4.3% |
| 30D | -4.3% | -16.0% | +11.8% | -2.3% |
| 3M | +8.9% | -14.5% | +23.5% | +10.0% |
| 6M | +24.5% | +118.6% | -94.0% | +10.9% |
| YTD | +5.8% | +98.9% | -93.1% | -4.7% |
| 1Y | +16.2% | +99.5% | -83.2% | +4.0% |
| 3Y | +28.5% | +65.4% | -36.9% | +13.4% |
| 5Y | -16.3% | -27.6% | +11.3% | -21.3% |
| All | +238.4% | -0.1% | +238.5% | +153.2% |
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 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