+29.3%
BB vs FDS
+132.8%
-103.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +1.9% |
| 7D | +7.3% | -2.1% | +9.4% | +8.0% |
| 30D | +11.2% | +16.0% | -4.8% | +4.8% |
| 3M | +4.7% | +18.8% | -14.1% | -3.0% |
| 6M | +51.1% | +54.1% | -3.0% | +23.1% |
| YTD | +148.0% | +17.0% | +131.0% | +124.3% |
| 1Y | +106.1% | +25.5% | +80.6% | +78.8% |
| 3Y | +158.2% | -23.3% | +181.5% | +175.7% |
| 5Y | -10.8% | -22.6% | +11.8% | -6.0% |
| 10Y | +29.3% | +130.2% | -100.9% | -17.5% |
| All | +29.3% | +132.8% | -103.5% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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