+89.2%
ES vs BB
+28.9%
+60.2%
-41.7%
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% | +0.2% |
| 7D | +0.9% | +11.6% | -10.7% | +0.5% |
| 30D | +5.9% | +2.6% | +3.3% | +5.7% |
| 3M | -1.0% | +3.5% | -4.5% | -1.3% |
| 6M | +7.2% | +43.5% | -36.3% | +5.1% |
| YTD | +7.0% | +141.2% | -134.2% | +2.7% |
| 1Y | +0.5% | +97.4% | -97.0% | -2.9% |
| 3Y | +48.7% | +151.1% | -102.4% | +40.5% |
| 5Y | +1.9% | -12.8% | +14.7% | -1.7% |
| 10Y | +89.2% | +27.5% | +61.7% | +67.0% |
| All | +89.2% | +28.9% | +60.2% | +67.0% |
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