+214.8%
B vs BB
+21.8%
+193.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.5% |
| 7D | -7.3% | +1.8% | -9.2% | -7.4% |
| 30D | -3.3% | +8.1% | -11.5% | -3.8% |
| 3M | -7.8% | -1.0% | -6.8% | -7.9% |
| 6M | -15.5% | +45.9% | -61.4% | -17.4% |
| YTD | -12.3% | +134.8% | -147.1% | -16.2% |
| 1Y | +5.4% | +104.6% | -99.2% | +1.2% |
| 3Y | +165.5% | +152.8% | +12.7% | +150.6% |
| 5Y | +107.0% | -17.4% | +124.5% | +94.2% |
| All | +214.8% | +21.8% | +193.1% | +202.3% |
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