-26.6%
U vs BB
+91.6%
-118.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.0% | +2.1% |
| 7D | +2.8% | +9.0% | -6.1% | -0.3% |
| 30D | +7.6% | +7.7% | -0.1% | +4.0% |
| 3M | +12.7% | +4.0% | +8.7% | +8.6% |
| 6M | +87.0% | +46.6% | +40.3% | +52.9% |
| YTD | +13.6% | +140.6% | -127.0% | -23.4% |
| 1Y | +25.3% | +103.1% | -77.8% | -10.7% |
| 3Y | +85.8% | +150.5% | -64.8% | +13.2% |
| 5Y | -74.5% | -15.4% | -59.1% | -79.7% |
| All | -26.6% | +91.6% | -118.2% | -54.1% |
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