+638.0%
XYZ vs BB
+33.0%
+605.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +1.9% |
| 7D | +14.9% | +15.0% | -0.1% | +10.3% |
| 30D | +14.7% | +3.5% | +11.2% | +12.7% |
| 3M | +12.1% | +2.7% | +9.4% | +9.5% |
| 6M | +18.3% | +44.7% | -26.4% | -0.3% |
| YTD | +36.1% | +143.3% | -107.2% | -4.0% |
| 1Y | +35.3% | +102.2% | -66.9% | +0.7% |
| 3Y | +73.5% | +156.1% | -82.6% | +10.6% |
| 5Y | -61.6% | -17.6% | -44.0% | -66.5% |
| 10Y | +638.0% | +29.0% | +609.0% | +319.9% |
| All | +638.0% | +33.0% | +605.0% | +319.9% |
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