+236.1%
EW vs BB
+28.9%
+207.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +9.3% | +11.6% | -2.3% | +7.8% |
| 30D | +22.1% | +2.6% | +19.5% | +21.3% |
| 3M | +13.0% | +3.5% | +9.5% | +11.8% |
| 6M | +30.1% | +43.5% | -13.4% | +22.0% |
| YTD | +22.0% | +141.2% | -119.2% | +6.5% |
| 1Y | +23.7% | +97.4% | -73.7% | +10.6% |
| 3Y | +62.0% | +151.1% | -89.1% | +35.0% |
| 5Y | -12.4% | -12.8% | +0.4% | -19.2% |
| 10Y | +236.1% | +27.5% | +208.6% | +145.5% |
| All | +236.1% | +28.9% | +207.1% | +145.5% |
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