+151.5%
EXC vs BB
+3.3%
+148.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.6% |
| 7D | +1.2% | +0.5% | +0.7% | +1.2% |
| 30D | -2.7% | -12.4% | +9.6% | -2.3% |
| 3M | -1.0% | -15.3% | +14.3% | -0.7% |
| 6M | -9.3% | +128.8% | -138.0% | -13.3% |
| YTD | +3.6% | +107.7% | -104.0% | -0.6% |
| 1Y | +5.9% | +103.9% | -98.0% | +1.5% |
| 3Y | +21.3% | +72.6% | -51.3% | +15.2% |
| 5Y | +46.2% | -24.3% | +70.4% | +43.1% |
| 10Y | +151.5% | +3.1% | +148.3% | +101.1% |
| All | +151.5% | +3.3% | +148.2% | +101.1% |
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