-49.3%
COMP vs BB
+1.7%
-51.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.4% | +6.3% | +8.9% |
| 7D | +13.4% | +3.8% | +9.6% | +11.8% |
| 30D | +11.1% | -0.3% | +11.4% | +10.7% |
| 3M | -18.8% | -0.5% | -18.4% | -20.2% |
| 6M | +10.5% | +45.9% | -35.4% | -12.9% |
| YTD | -3.4% | +130.6% | -134.0% | -38.9% |
| 1Y | +19.7% | +89.2% | -69.5% | -17.9% |
| 3Y | +381.6% | +137.5% | +244.1% | +154.4% |
| 5Y | -17.6% | -20.9% | +3.3% | -37.0% |
| All | -49.3% | +1.7% | -51.1% | -63.4% |
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