+28.1%
BA vs BB
+33.0%
-4.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.6% |
| 7D | -1.7% | +15.0% | -16.7% | -4.3% |
| 30D | -9.5% | +3.5% | -12.9% | -10.6% |
| 3M | -26.5% | +2.7% | -29.1% | -27.8% |
| 6M | -27.4% | +44.7% | -72.1% | -34.9% |
| YTD | -20.6% | +143.3% | -163.9% | -36.6% |
| 1Y | -11.4% | +102.2% | -113.6% | -26.9% |
| 3Y | -10.8% | +156.1% | -166.9% | -34.0% |
| 5Y | -21.9% | -17.6% | -4.3% | -29.9% |
| 10Y | +28.1% | +29.0% | -0.8% | -21.5% |
| All | +28.1% | +33.0% | -4.9% | -21.5% |
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