+319.7%
SPY vs BB
+2.1%
+317.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.3% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | -1.4% | -12.2% | +10.9% | 0.0% |
| 3M | +3.7% | -12.3% | +16.0% | +4.4% |
| 6M | +13.0% | +122.7% | -109.7% | +0.5% |
| YTD | +12.4% | +104.5% | -92.1% | +1.0% |
| 1Y | +18.5% | +106.7% | -88.1% | +5.9% |
| 3Y | +77.6% | +70.0% | +7.7% | +56.6% |
| 5Y | +81.7% | -27.8% | +109.5% | +71.6% |
| 10Y | +319.7% | +2.4% | +317.3% | +213.5% |
| All | +319.7% | +2.1% | +317.5% | +213.5% |
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