+199.9%
B vs BBY
+242.2%
-42.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -5.0% | +0.7% | -5.7% | -5.1% |
| 30D | +8.7% | +5.8% | +2.9% | +8.1% |
| 3M | +17.3% | +18.0% | -0.7% | +15.4% |
| 6M | -5.0% | +39.8% | -44.9% | -8.3% |
| YTD | +1.4% | +35.4% | -34.0% | -1.8% |
| 1Y | +50.5% | +21.4% | +29.1% | +47.0% |
| 3Y | +194.4% | +39.5% | +154.8% | +179.2% |
| 5Y | +156.7% | -0.5% | +157.2% | +146.9% |
| All | +199.9% | +242.2% | -42.3% | +208.4% |
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