+252.8%
SPOT vs BB
-28.8%
+281.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.4% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | +7.4% | -12.5% | +19.9% | +9.8% |
| 3M | +8.2% | -17.4% | +25.6% | +10.2% |
| 6M | +2.2% | +119.1% | -116.9% | -16.5% |
| YTD | -9.5% | +102.4% | -111.8% | -24.7% |
| 1Y | -23.8% | +98.2% | -122.0% | -37.0% |
| 3Y | +233.5% | +46.9% | +186.5% | +178.5% |
| 5Y | +112.2% | -26.4% | +138.6% | +95.0% |
| All | +252.8% | -28.8% | +281.7% | +161.9% |
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