+271.2%
EW vs BB
+21.8%
+249.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.6% |
| 7D | +4.9% | +1.8% | +3.1% | +4.7% |
| 30D | +23.9% | +8.1% | +15.8% | +22.5% |
| 3M | +15.8% | -1.0% | +16.8% | +15.1% |
| 6M | +31.7% | +45.9% | -14.3% | +23.2% |
| YTD | +25.7% | +134.8% | -109.1% | +10.1% |
| 1Y | +24.4% | +104.6% | -80.2% | +10.7% |
| 3Y | +65.9% | +152.8% | -87.0% | +38.0% |
| 5Y | -7.6% | -17.4% | +9.8% | -14.3% |
| All | +271.2% | +21.8% | +249.5% | +173.4% |
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