+135.7%
BP vs BB
+31.7%
+104.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.2% |
| 7D | -0.8% | +7.3% | -8.1% | -1.5% |
| 30D | -3.1% | +11.2% | -14.4% | -4.5% |
| 3M | +6.2% | +4.7% | +1.5% | +4.9% |
| 6M | +4.8% | +51.1% | -46.3% | -1.8% |
| YTD | +35.2% | +148.0% | -112.9% | +18.9% |
| 1Y | +27.4% | +106.1% | -78.7% | +14.3% |
| 3Y | +49.8% | +158.2% | -108.5% | +26.0% |
| 5Y | +109.4% | -10.8% | +120.2% | +95.8% |
| 10Y | +135.7% | +29.3% | +106.4% | +63.2% |
| All | +135.7% | +31.7% | +104.0% | +63.2% |
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