+165.5%
B vs BBY
+89.3%
+76.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -7.3% | +4.5% | -11.8% | -7.7% |
| 30D | -3.3% | +16.8% | -20.1% | -4.6% |
| 3M | -7.8% | +23.2% | -31.0% | -9.3% |
| 6M | -15.5% | +91.9% | -107.5% | -19.9% |
| YTD | -12.3% | +61.6% | -73.9% | -15.7% |
| 1Y | +5.4% | +43.9% | -38.5% | +2.3% |
| 3Y | +165.5% | +88.6% | +76.9% | +133.9% |
| All | +165.5% | +89.3% | +76.2% | +133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling