-54.3%
S vs BB
-35.0%
-19.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -3.2% |
| 7D | -5.8% | +0.5% | -6.3% | -6.0% |
| 30D | -9.2% | -12.4% | +3.2% | -3.6% |
| 3M | +23.4% | -15.3% | +38.7% | +29.0% |
| 6M | +36.9% | +128.8% | -91.9% | -13.1% |
| YTD | +29.5% | +107.7% | -78.1% | -13.7% |
| 1Y | +5.4% | +103.9% | -98.5% | -30.6% |
| 3Y | +14.7% | +72.6% | -57.9% | -28.3% |
| 5Y | -71.5% | -24.3% | -47.3% | -72.1% |
| All | -54.3% | -35.0% | -19.3% | -54.8% |
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