+41.6%
AA vs BB
+21.8%
+19.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -1.1% |
| 7D | +0.5% | +1.8% | -1.3% | +0.1% |
| 30D | -0.6% | +8.1% | -8.7% | -3.1% |
| 3M | -19.7% | -1.0% | -18.7% | -20.5% |
| 6M | -41.6% | +45.9% | -87.5% | -48.5% |
| YTD | -24.6% | +134.8% | -159.5% | -41.9% |
| 1Y | +4.9% | +104.6% | -99.7% | -16.6% |
| 3Y | +66.8% | +152.8% | -86.0% | +18.5% |
| 5Y | -19.4% | -17.4% | -2.0% | -28.7% |
| All | +41.6% | +21.8% | +19.8% | -13.6% |
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