+67.3%
F vs BB
+21.8%
+45.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | -3.1% | +1.8% | -4.9% | -3.4% |
| 30D | 0.0% | +8.1% | -8.1% | -1.9% |
| 3M | -13.2% | -1.0% | -12.2% | -14.1% |
| 6M | -10.2% | +45.9% | -56.1% | -18.4% |
| YTD | -4.9% | +134.8% | -139.8% | -21.3% |
| 1Y | -6.1% | +104.6% | -110.7% | -20.5% |
| 3Y | +46.0% | +152.8% | -106.9% | +12.0% |
| 5Y | -15.7% | -17.4% | +1.7% | -23.9% |
| All | +67.3% | +21.8% | +45.6% | +13.7% |
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