+744.8%
BBY vs BB
+261.2%
+483.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | +0.1% | -1.2% |
| 7D | +1.2% | +1.8% | -0.7% | +0.9% |
| 30D | +6.8% | -12.2% | +19.0% | +8.8% |
| 3M | +18.7% | -12.3% | +31.1% | +19.5% |
| 6M | +37.3% | +122.7% | -85.4% | +16.3% |
| YTD | +35.3% | +104.5% | -69.2% | +16.2% |
| 1Y | +20.7% | +106.7% | -86.0% | +2.9% |
| 3Y | +39.4% | +70.0% | -30.5% | +16.9% |
| 5Y | -1.5% | -27.8% | +26.3% | -7.8% |
| 10Y | +239.8% | +2.4% | +237.4% | +153.9% |
| All | +744.8% | +261.2% | +483.6% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling