+54.3%
AR vs BB
+21.8%
+32.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | +7.4% | +1.8% | +5.5% | +7.0% |
| 30D | +5.8% | +8.1% | -2.4% | +3.8% |
| 3M | +5.2% | -1.0% | +6.2% | +4.1% |
| 6M | +5.4% | +45.9% | -40.5% | -4.3% |
| YTD | +12.4% | +134.8% | -122.4% | -7.2% |
| 1Y | +12.8% | +104.6% | -91.8% | -4.8% |
| 3Y | +47.2% | +152.8% | -105.7% | +13.2% |
| 5Y | +101.1% | -17.4% | +118.6% | +83.5% |
| All | +54.3% | +21.8% | +32.6% | +6.8% |
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