+371.6%
ALL vs BBY
+288.1%
+83.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | +5.0% | +4.5% | +0.6% | +4.0% |
| 30D | +13.3% | +16.8% | -3.5% | +9.5% |
| 3M | +3.2% | +23.2% | -20.0% | -1.6% |
| 6M | +25.3% | +91.9% | -66.6% | +8.0% |
| YTD | +30.5% | +61.6% | -31.2% | +16.1% |
| 1Y | +29.2% | +43.9% | -14.7% | +17.9% |
| 3Y | +119.1% | +88.6% | +30.5% | +78.7% |
| 5Y | +162.6% | -3.1% | +165.7% | +148.5% |
| All | +371.6% | +288.1% | +83.5% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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