+0.5%
M vs BB
+33.0%
-32.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.5% | +2.6% | +6.7% |
| 7D | +2.5% | +15.0% | -12.4% | -0.9% |
| 30D | +10.1% | +3.5% | +6.6% | +8.4% |
| 3M | -0.9% | +2.7% | -3.6% | -3.0% |
| 6M | +30.2% | +44.7% | -14.6% | +13.4% |
| YTD | +16.3% | +143.3% | -127.0% | -12.6% |
| 1Y | +27.0% | +102.2% | -75.2% | -0.4% |
| 3Y | +154.5% | +156.1% | -1.6% | +73.6% |
| 5Y | -1.1% | -17.6% | +16.5% | -12.6% |
| 10Y | +0.5% | +29.0% | -28.5% | -34.9% |
| All | +0.5% | +33.0% | -32.5% | -34.9% |
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