+1,895.7%
TER vs BB
+2.1%
+1,893.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.7% | +3.5% |
| 7D | +12.4% | +1.8% | +10.5% | +11.8% |
| 30D | +5.1% | -12.2% | +17.4% | +8.6% |
| 3M | +4.0% | -12.3% | +16.3% | +7.4% |
| 6M | +29.5% | +122.7% | -93.2% | +4.4% |
| YTD | +98.5% | +104.5% | -6.0% | +63.3% |
| 1Y | +234.1% | +106.7% | +127.4% | +173.2% |
| 3Y | +289.0% | +70.0% | +219.1% | +213.1% |
| 5Y | +228.2% | -27.8% | +255.9% | +206.6% |
| 10Y | +1,895.7% | +2.4% | +1,893.3% | +1,281.8% |
| All | +1,895.7% | +2.1% | +1,893.6% | +1,281.8% |
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