+356.1%
ALL vs BB
+3.3%
+352.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -2.5% |
| 7D | -1.7% | +0.5% | -2.2% | -1.8% |
| 30D | -4.7% | -12.4% | +7.7% | -3.9% |
| 3M | +18.4% | -15.3% | +33.7% | +18.9% |
| 6M | +20.5% | +128.8% | -108.3% | +11.8% |
| YTD | +23.5% | +107.7% | -84.1% | +15.4% |
| 1Y | +29.0% | +103.9% | -74.9% | +20.2% |
| 3Y | +153.7% | +72.6% | +81.1% | +133.5% |
| 5Y | +114.8% | -24.3% | +139.0% | +108.4% |
| 10Y | +356.1% | +3.1% | +353.0% | +259.9% |
| All | +356.1% | +3.3% | +352.9% | +259.9% |
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