+193.4%
B vs BB
+3.3%
+190.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.6% |
| 7D | +2.3% | +0.5% | +1.8% | +2.3% |
| 30D | +1.4% | -12.4% | +13.7% | +2.0% |
| 3M | +12.2% | -15.3% | +27.5% | +12.8% |
| 6M | -2.1% | +128.8% | -130.9% | -6.3% |
| YTD | +2.9% | +107.7% | -104.7% | -1.1% |
| 1Y | +55.3% | +103.9% | -48.6% | +49.2% |
| 3Y | +198.7% | +72.6% | +126.1% | +184.9% |
| 5Y | +153.8% | -24.3% | +178.0% | +140.1% |
| 10Y | +193.4% | +3.1% | +190.3% | +178.4% |
| All | +193.4% | +3.3% | +190.1% | +178.4% |
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