+72.2%
F vs BB
+28.9%
+43.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -0.2% | +11.6% | -11.8% | -2.2% |
| 30D | +0.9% | +2.6% | -1.7% | -0.1% |
| 3M | -11.3% | +3.5% | -14.8% | -12.9% |
| 6M | +2.0% | +43.5% | -41.5% | -7.0% |
| YTD | -3.2% | +141.2% | -144.3% | -20.2% |
| 1Y | -3.5% | +97.4% | -100.9% | -17.8% |
| 3Y | +48.1% | +151.1% | -103.0% | +13.9% |
| 5Y | -13.5% | -12.8% | -0.7% | -22.7% |
| 10Y | +72.2% | +27.5% | +44.7% | +17.3% |
| All | +72.2% | +28.9% | +43.2% | +17.3% |
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