-26.3%
U vs BB
+92.0%
-118.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.8% |
| 7D | +24.4% | +11.6% | +12.8% | +19.3% |
| 30D | +7.4% | +2.6% | +4.8% | +5.6% |
| 3M | +16.8% | +3.5% | +13.3% | +12.8% |
| 6M | +78.8% | +43.5% | +35.3% | +47.5% |
| YTD | +14.0% | +141.2% | -127.2% | -23.1% |
| 1Y | +16.7% | +97.4% | -80.7% | -15.8% |
| 3Y | +86.4% | +151.1% | -64.7% | +13.5% |
| 5Y | -71.5% | -12.8% | -58.7% | -77.3% |
| All | -26.3% | +92.0% | -118.4% | -53.9% |
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