+604.5%
XYZ vs BB
+2.1%
+602.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.4% |
| 7D | -3.7% | +1.8% | -5.6% | -4.3% |
| 30D | +0.5% | -12.2% | +12.8% | +4.3% |
| 3M | +16.3% | -12.3% | +28.6% | +17.8% |
| 6M | +21.1% | +122.7% | -101.6% | -11.2% |
| YTD | +22.0% | +104.5% | -82.5% | -8.0% |
| 1Y | +5.2% | +106.7% | -101.5% | -21.9% |
| 3Y | +49.6% | +70.0% | -20.4% | +9.3% |
| 5Y | -68.4% | -27.8% | -40.7% | -70.9% |
| 10Y | +604.5% | +2.4% | +602.1% | +332.4% |
| All | +604.5% | +2.1% | +602.4% | +332.4% |
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