+74.6%
BA vs BB
+2.1%
+72.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -1.2% | +1.8% | -3.0% | -1.5% |
| 30D | -11.3% | -12.2% | +0.9% | -9.3% |
| 3M | -3.8% | -12.3% | +8.6% | -2.9% |
| 6M | -8.3% | +122.7% | -131.0% | -24.7% |
| YTD | -4.9% | +104.5% | -109.4% | -20.7% |
| 1Y | -10.1% | +106.7% | -116.7% | -25.8% |
| 3Y | -2.3% | +70.0% | -72.3% | -21.0% |
| 5Y | -3.5% | -27.8% | +24.3% | -10.6% |
| 10Y | +74.6% | +2.4% | +72.2% | +9.0% |
| All | +74.6% | +2.1% | +72.4% | +9.0% |
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