+55.3%
O vs BB
+2.1%
+53.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -2.3% | +1.8% | -4.1% | -2.4% |
| 30D | -2.4% | -12.2% | +9.8% | -1.7% |
| 3M | -0.6% | -12.3% | +11.7% | -0.4% |
| 6M | -5.0% | +122.7% | -127.7% | -11.9% |
| YTD | +10.4% | +104.5% | -94.1% | +3.0% |
| 1Y | +6.6% | +106.7% | -100.1% | -1.0% |
| 3Y | +28.4% | +70.0% | -41.6% | +17.9% |
| 5Y | +15.3% | -27.8% | +43.1% | +11.4% |
| 10Y | +55.3% | +2.4% | +52.9% | +16.2% |
| All | +55.3% | +2.1% | +53.2% | +16.2% |
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