+380.3%
NDAQ vs BB
+2.1%
+378.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.7% |
| 7D | -1.6% | +1.8% | -3.4% | -1.7% |
| 30D | -1.5% | -12.2% | +10.8% | -0.4% |
| 3M | +8.0% | -12.3% | +20.4% | +8.3% |
| 6M | +7.7% | +122.7% | -115.0% | -2.1% |
| YTD | -2.3% | +104.5% | -106.8% | -10.5% |
| 1Y | +0.6% | +106.7% | -106.1% | -8.3% |
| 3Y | +90.9% | +70.0% | +21.0% | +72.1% |
| 5Y | +52.5% | -27.8% | +80.2% | +44.9% |
| 10Y | +380.3% | +2.4% | +377.9% | +285.6% |
| All | +380.3% | +2.1% | +378.2% | +285.6% |
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