+363.8%
ALL vs BB
+33.0%
+330.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.7% |
| 7D | -3.9% | +15.0% | -18.8% | -4.7% |
| 30D | +10.6% | +3.5% | +7.1% | +10.1% |
| 3M | -4.6% | +2.7% | -7.2% | -5.1% |
| 6M | +20.2% | +44.7% | -24.5% | +15.6% |
| YTD | +23.7% | +143.3% | -119.6% | +14.0% |
| 1Y | +27.9% | +102.2% | -74.3% | +19.4% |
| 3Y | +109.2% | +156.1% | -47.0% | +86.5% |
| 5Y | +148.0% | -17.6% | +165.6% | +139.5% |
| 10Y | +363.8% | +29.0% | +334.8% | +264.9% |
| All | +363.8% | +33.0% | +330.7% | +264.9% |
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