+652.6%
P vs BB
+28.9%
+623.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | -13.3% | +11.6% | -24.9% | -15.6% |
| 30D | -34.0% | +2.6% | -36.6% | -34.3% |
| 3M | +4.1% | +3.5% | +0.6% | +2.8% |
| 6M | +30.5% | +43.5% | -13.0% | +17.4% |
| YTD | +52.2% | +141.2% | -89.0% | +19.8% |
| 1Y | +10.3% | +97.4% | -87.1% | -9.5% |
| 3Y | +180.9% | +151.1% | +29.8% | +107.4% |
| 5Y | +259.7% | -12.8% | +272.5% | +221.0% |
| 10Y | +652.6% | +27.5% | +625.1% | +323.7% |
| All | +652.6% | +28.9% | +623.7% | +323.7% |
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