-37.8%
U vs BB
+62.8%
-100.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +4.4% | +1.8% | +2.5% | +3.7% |
| 30D | -1.3% | -12.2% | +10.9% | +2.9% |
| 3M | +49.6% | -12.3% | +61.9% | +52.5% |
| 6M | +100.2% | +122.7% | -22.5% | +39.6% |
| YTD | -3.7% | +104.5% | -108.2% | -29.9% |
| 1Y | -6.5% | +106.7% | -113.2% | -32.9% |
| 3Y | +12.9% | +70.0% | -57.1% | -20.0% |
| 5Y | -68.3% | -27.8% | -40.5% | -72.9% |
| All | -37.8% | +62.8% | -100.6% | -58.0% |
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