+35.3%
D vs BB
+3.3%
+32.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.5% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | -0.7% | -12.4% | +11.6% | -0.3% |
| 3M | +2.1% | -15.3% | +17.4% | +2.3% |
| 6M | +6.8% | +128.8% | -121.9% | +2.7% |
| YTD | +16.5% | +107.7% | -91.1% | +12.5% |
| 1Y | +19.2% | +103.9% | -84.7% | +14.8% |
| 3Y | +61.9% | +72.6% | -10.7% | +54.7% |
| 5Y | +6.5% | -24.3% | +30.8% | +3.9% |
| 10Y | +35.3% | +3.1% | +32.1% | +16.2% |
| All | +35.3% | +3.3% | +32.0% | +16.2% |
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