+1,077.0%
TER vs BB
+31.7%
+1,045.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.5% | +7.5% |
| 7D | +5.9% | +7.3% | -1.4% | +4.3% |
| 30D | -30.8% | +11.2% | -42.0% | -32.5% |
| 3M | -29.9% | +4.7% | -34.6% | -31.0% |
| 6M | -27.5% | +51.1% | -78.6% | -35.0% |
| YTD | +37.5% | +148.0% | -110.5% | +7.4% |
| 1Y | +50.3% | +106.1% | -55.9% | +22.5% |
| 3Y | +204.9% | +158.2% | +46.6% | +122.9% |
| 5Y | +89.2% | -10.8% | +100.0% | +68.0% |
| 10Y | +1,077.0% | +29.3% | +1,047.7% | +672.5% |
| All | +1,077.0% | +31.7% | +1,045.3% | +672.5% |
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