+45.2%
PL vs BB
+4.1%
+41.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +5.5% | +9.0% | +12.2% |
| 7D | +10.9% | +15.0% | -4.1% | +4.7% |
| 30D | -16.4% | +3.5% | -19.8% | -17.6% |
| 3M | -39.9% | +2.7% | -42.6% | -41.1% |
| 6M | -63.2% | +44.7% | -107.9% | -68.8% |
| YTD | -27.1% | +143.3% | -170.4% | -50.5% |
| 1Y | +12.2% | +102.2% | -90.0% | -18.5% |
| 3Y | +584.3% | +156.1% | +428.2% | +324.8% |
| 5Y | +37.0% | -17.6% | +54.6% | +3.6% |
| All | +45.2% | +4.1% | +41.1% | +9.6% |
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