+83.5%
ES vs BB
-0.1%
+83.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.3% | -5.6% | +5.9% | +0.5% |
| 30D | -2.0% | -11.8% | +9.8% | -1.6% |
| 3M | +1.7% | -25.5% | +27.2% | +2.4% |
| 6M | -3.5% | +121.3% | -124.8% | -7.0% |
| YTD | +7.9% | +103.2% | -95.3% | +4.3% |
| 1Y | +17.2% | +102.6% | -85.5% | +13.1% |
| 3Y | +29.3% | +37.5% | -8.2% | +24.8% |
| 5Y | -5.7% | -30.4% | +24.7% | -8.4% |
| All | +83.5% | -0.1% | +83.6% | +61.1% |
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