+134.0%
BP vs BB
-0.1%
+134.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.2% |
| 7D | +5.7% | -2.1% | +7.8% | +6.0% |
| 30D | +8.1% | -16.0% | +24.1% | +9.9% |
| 3M | +8.6% | -14.5% | +23.1% | +9.3% |
| 6M | +18.1% | +118.6% | -100.4% | +5.8% |
| YTD | +37.6% | +98.9% | -61.3% | +24.5% |
| 1Y | +39.4% | +99.5% | -60.1% | +25.4% |
| 3Y | +40.1% | +65.4% | -25.3% | +24.1% |
| 5Y | +141.3% | -27.6% | +169.0% | +130.8% |
| All | +134.0% | -0.1% | +134.2% | +65.7% |
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