+208.6%
B vs BB
+28.9%
+179.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -6.1% |
| 7D | +7.1% | +11.6% | -4.5% | +6.5% |
| 30D | -3.3% | +2.6% | -5.9% | -3.5% |
| 3M | -2.5% | +3.5% | -6.0% | -2.9% |
| 6M | -7.2% | +43.5% | -50.7% | -9.2% |
| YTD | -7.4% | +141.2% | -148.5% | -11.6% |
| 1Y | +16.4% | +97.4% | -81.0% | +12.0% |
| 3Y | +178.7% | +151.1% | +27.6% | +162.9% |
| 5Y | +121.7% | -12.8% | +134.5% | +107.7% |
| 10Y | +208.6% | +27.5% | +181.1% | +195.4% |
| All | +208.6% | +28.9% | +179.7% | +195.4% |
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