+1,001.8%
TER vs BB
+33.0%
+968.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.5% | +7.2% | +11.3% |
| 7D | -5.8% | +15.0% | -20.7% | -9.1% |
| 30D | -38.9% | +3.5% | -42.4% | -39.4% |
| 3M | -35.1% | +2.7% | -37.8% | -35.8% |
| 6M | -31.6% | +44.7% | -76.3% | -38.1% |
| YTD | +27.2% | +143.3% | -116.0% | -0.1% |
| 1Y | +35.2% | +102.2% | -67.0% | +10.8% |
| 3Y | +192.8% | +156.1% | +36.7% | +114.5% |
| 5Y | +72.4% | -17.6% | +90.0% | +55.6% |
| 10Y | +1,001.8% | +29.0% | +972.9% | +623.6% |
| All | +1,001.8% | +33.0% | +968.8% | +623.6% |
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