-44.7%
S vs BB
-23.9%
-20.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.5% | +2.5% | +5.6% |
| 7D | +1.6% | +15.0% | -13.4% | -4.5% |
| 30D | -10.5% | +3.5% | -13.9% | -12.1% |
| 3M | +9.9% | +2.7% | +7.2% | +7.9% |
| 6M | +41.8% | +44.7% | -3.0% | +13.3% |
| YTD | +56.8% | +143.3% | -86.5% | -3.4% |
| 1Y | +39.0% | +102.2% | -63.2% | -7.5% |
| 3Y | +53.8% | +156.1% | -102.3% | -22.0% |
| 5Y | -68.6% | -17.6% | -51.0% | -70.9% |
| All | -44.7% | -23.9% | -20.8% | -49.4% |
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