+484.0%
V vs BB
+21.8%
+462.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.5% |
| 7D | +0.9% | +1.8% | -0.9% | +0.7% |
| 30D | +9.0% | +8.1% | +0.8% | +7.7% |
| 3M | +16.7% | -1.0% | +17.7% | +16.0% |
| 6M | +33.4% | +45.9% | -12.5% | +25.2% |
| YTD | +22.4% | +134.8% | -112.5% | +8.1% |
| 1Y | +27.7% | +104.6% | -76.9% | +14.4% |
| 3Y | +78.0% | +152.8% | -74.9% | +49.3% |
| 5Y | +108.5% | -17.4% | +126.0% | +95.0% |
| All | +484.0% | +21.8% | +462.3% | +322.1% |
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