+142.2%
BP vs BB
+21.8%
+120.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | +3.8% | +1.8% | +2.0% | +3.6% |
| 30D | -5.3% | +8.1% | -13.4% | -6.4% |
| 3M | +9.3% | -1.0% | +10.3% | +8.6% |
| 6M | +7.2% | +45.9% | -38.7% | +0.8% |
| YTD | +38.0% | +134.8% | -96.8% | +22.1% |
| 1Y | +33.2% | +104.6% | -71.4% | +19.4% |
| 3Y | +50.3% | +152.8% | -102.5% | +26.6% |
| 5Y | +114.1% | -17.4% | +131.5% | +101.9% |
| All | +142.2% | +21.8% | +120.4% | +69.0% |
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