+82.9%
ES vs BB
+23.8%
+59.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.0% |
| 7D | +1.9% | +3.8% | -1.9% | +1.7% |
| 30D | +7.1% | -0.3% | +7.4% | +6.9% |
| 3M | -1.9% | -0.5% | -1.5% | -2.1% |
| 6M | +4.4% | +45.9% | -41.6% | +2.3% |
| YTD | +7.3% | +130.6% | -123.3% | +3.2% |
| 1Y | +2.1% | +89.2% | -87.0% | -1.1% |
| 3Y | +41.8% | +137.5% | -95.7% | +34.3% |
| 5Y | +1.4% | -20.9% | +22.3% | -1.9% |
| All | +82.9% | +23.8% | +59.1% | +62.6% |
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