+444.9%
BBY vs BG
+1,192.5%
-747.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.7% | +3.7% | -3.0% | -0.4% |
| 30D | +5.8% | +12.3% | -6.6% | +2.1% |
| 3M | +18.0% | -2.2% | +20.2% | +18.1% |
| 6M | +39.8% | +5.3% | +34.5% | +36.2% |
| YTD | +35.4% | +42.4% | -7.0% | +20.3% |
| 1Y | +21.4% | +55.2% | -33.8% | +4.8% |
| 3Y | +39.5% | +21.0% | +18.6% | +27.6% |
| 5Y | -0.5% | +87.1% | -87.6% | -22.1% |
| 10Y | +240.0% | +169.8% | +70.2% | +126.9% |
| All | +444.9% | +1,192.5% | -747.6% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling