+125.6%
EW vs BB
+2.1%
+123.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -5.1% | +1.8% | -6.9% | -5.3% |
| 30D | -6.4% | -12.2% | +5.9% | -5.0% |
| 3M | -1.6% | -12.3% | +10.8% | -1.0% |
| 6M | +2.3% | +122.7% | -120.4% | -9.4% |
| YTD | +1.1% | +104.5% | -103.4% | -9.6% |
| 1Y | +8.0% | +106.7% | -98.7% | -4.1% |
| 3Y | +16.3% | +70.0% | -53.6% | +2.0% |
| 5Y | -29.4% | -27.8% | -1.6% | -33.3% |
| 10Y | +125.6% | +2.4% | +123.2% | +69.8% |
| All | +125.6% | +2.1% | +123.5% | +69.8% |
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