+54.5%
AR vs BB
+28.9%
+25.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.6% | -0.3% | +3.6% |
| 7D | -5.8% | +11.6% | -17.4% | -7.5% |
| 30D | +4.8% | +2.6% | +2.2% | +3.8% |
| 3M | +1.5% | +3.5% | -2.0% | -0.2% |
| 6M | +4.7% | +43.5% | -38.8% | -4.6% |
| YTD | +9.2% | +141.2% | -132.0% | -10.2% |
| 1Y | +11.2% | +97.4% | -86.2% | -5.5% |
| 3Y | +46.2% | +151.1% | -104.8% | +12.8% |
| 5Y | +98.1% | -12.8% | +110.8% | +79.1% |
| 10Y | +54.5% | +27.5% | +27.1% | +7.9% |
| All | +54.5% | +28.9% | +25.6% | +7.9% |
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