+311.1%
SPY vs BB
+31.7%
+279.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.0% |
| 7D | -0.9% | +7.3% | -8.2% | -1.8% |
| 30D | -2.4% | +11.2% | -13.6% | -3.8% |
| 3M | -1.2% | +4.7% | -5.8% | -2.3% |
| 6M | +3.3% | +51.1% | -47.8% | -3.5% |
| YTD | +12.3% | +148.0% | -135.7% | -1.8% |
| 1Y | +12.4% | +106.1% | -93.7% | +0.4% |
| 3Y | +78.8% | +158.2% | -79.4% | +49.8% |
| 5Y | +75.2% | -10.8% | +86.0% | +61.1% |
| 10Y | +311.1% | +29.3% | +281.8% | +202.9% |
| All | +311.1% | +31.7% | +279.5% | +202.9% |
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