+1,449.6%
NET vs BBWI
+47.2%
+1,402.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.5% |
| 7D | -7.0% | +1.5% | -8.5% | -7.2% |
| 30D | -4.8% | -5.2% | +0.4% | -4.0% |
| 3M | +3.8% | +11.1% | -7.3% | +0.8% |
| 6M | +50.0% | -13.4% | +63.4% | +51.1% |
| YTD | +41.5% | +0.1% | +41.4% | +37.2% |
| 1Y | +32.8% | -36.1% | +69.0% | +40.7% |
| 3Y | +335.9% | -44.1% | +380.0% | +355.4% |
| 5Y | +113.8% | -66.2% | +180.1% | +134.3% |
| All | +1,449.6% | +47.2% | +1,402.3% | +1,602.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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