+44.0%
AA vs BB
+28.0%
+16.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.2% |
| 7D | +1.2% | +11.6% | -10.4% | -1.5% |
| 30D | -5.0% | +2.6% | -7.6% | -6.2% |
| 3M | -22.2% | +3.5% | -25.7% | -23.9% |
| 6M | -36.3% | +43.5% | -79.8% | -43.7% |
| YTD | -24.2% | +141.2% | -165.3% | -41.9% |
| 1Y | +3.9% | +97.4% | -93.5% | -16.6% |
| 3Y | +67.6% | +151.1% | -83.5% | +19.2% |
| 5Y | -8.8% | -12.8% | +4.0% | -20.4% |
| All | +44.0% | +28.0% | +16.0% | -12.9% |
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