-2.0%
BBY vs BTDR
+15.3%
-17.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.4% |
| 7D | +0.7% | -3.2% | +3.9% | +0.8% |
| 30D | +5.8% | +32.7% | -26.9% | +3.9% |
| 3M | +18.0% | -28.4% | +46.4% | +19.2% |
| 6M | +39.8% | +51.7% | -11.9% | +34.9% |
| YTD | +35.4% | +2.9% | +32.5% | +32.7% |
| 1Y | +21.4% | -15.5% | +36.9% | +19.3% |
| 3Y | +39.5% | 0.0% | +39.5% | +28.5% |
| 5Y | -0.5% | +16.5% | -16.9% | -13.4% |
| All | -2.0% | +15.3% | -17.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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