+44.8%
PL vs BB
+6.1%
+38.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.4% | -0.7% |
| 7D | +13.4% | +7.3% | +6.1% | +10.5% |
| 30D | -10.2% | +11.2% | -21.4% | -14.2% |
| 3M | -39.5% | +4.7% | -44.2% | -41.1% |
| 6M | -65.7% | +51.1% | -116.9% | -71.5% |
| YTD | -27.3% | +148.0% | -175.3% | -51.0% |
| 1Y | +15.0% | +106.1% | -91.1% | -17.2% |
| 3Y | +560.8% | +158.2% | +402.6% | +308.4% |
| 5Y | +38.4% | -10.8% | +49.2% | +3.8% |
| All | +44.8% | +6.1% | +38.8% | +8.5% |
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