+132.3%
AA vs BB
+2.1%
+130.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.6% |
| 7D | -0.6% | +1.8% | -2.5% | -1.1% |
| 30D | -1.6% | -12.2% | +10.7% | +1.6% |
| 3M | -29.8% | -12.3% | -17.5% | -28.6% |
| 6M | -16.6% | +122.7% | -139.3% | -34.1% |
| YTD | -4.0% | +104.5% | -108.5% | -22.6% |
| 1Y | +63.5% | +106.7% | -43.2% | +30.6% |
| 3Y | +86.8% | +70.0% | +16.8% | +47.2% |
| 5Y | +12.4% | -27.8% | +40.1% | +3.4% |
| 10Y | +132.3% | +2.4% | +130.0% | +47.5% |
| All | +132.3% | +2.1% | +130.2% | +47.5% |
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