+208.8%
C vs BB
+28.9%
+179.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -0.4% | +11.6% | -12.0% | -2.2% |
| 30D | -5.2% | +2.6% | -7.7% | -6.0% |
| 3M | -9.1% | +3.5% | -12.6% | -10.5% |
| 6M | -1.6% | +43.5% | -45.1% | -10.0% |
| YTD | +6.9% | +141.2% | -134.2% | -11.5% |
| 1Y | +23.0% | +97.4% | -74.4% | +5.1% |
| 3Y | +216.1% | +151.1% | +65.1% | +146.8% |
| 5Y | +112.2% | -12.8% | +125.0% | +91.3% |
| 10Y | +208.8% | +27.5% | +181.3% | +87.7% |
| All | +208.8% | +28.9% | +179.9% | +87.7% |
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