+141.5%
W vs BB
+3.3%
+138.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.4% |
| 7D | +6.5% | +0.5% | +6.0% | +6.2% |
| 30D | -6.2% | -12.4% | +6.1% | -1.6% |
| 3M | +48.9% | -15.3% | +64.2% | +54.0% |
| 6M | +31.2% | +128.8% | -97.6% | -13.4% |
| YTD | -0.4% | +107.7% | -108.1% | -31.5% |
| 1Y | +14.8% | +103.9% | -89.1% | -22.2% |
| 3Y | +40.5% | +72.6% | -32.1% | -4.2% |
| 5Y | -62.1% | -24.3% | -37.9% | -65.1% |
| 10Y | +141.5% | +3.1% | +138.4% | +21.5% |
| All | +141.5% | +3.3% | +138.3% | +21.5% |
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