+246.5%
BBY vs BG
+166.7%
+79.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.6% |
| 7D | +0.6% | +3.1% | -2.5% | -0.4% |
| 30D | +9.4% | +10.2% | -0.8% | +6.0% |
| 3M | +19.3% | -1.7% | +21.0% | +19.2% |
| 6M | +47.9% | +1.0% | +46.9% | +45.7% |
| YTD | +39.6% | +39.9% | -0.4% | +22.9% |
| 1Y | +22.2% | +53.2% | -31.0% | +4.0% |
| 3Y | +45.0% | +16.3% | +28.7% | +32.6% |
| 5Y | +2.6% | +83.9% | -81.3% | -23.5% |
| All | +246.5% | +166.7% | +79.9% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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