+246.5%
BBY vs BTG
+159.3%
+87.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +0.6% | -3.8% | +4.3% | +0.9% |
| 30D | +9.4% | +3.6% | +5.8% | +9.0% |
| 3M | +19.3% | +32.0% | -12.7% | +16.3% |
| 6M | +47.9% | +3.4% | +44.6% | +46.4% |
| YTD | +39.6% | +20.8% | +18.8% | +35.7% |
| 1Y | +22.2% | +22.4% | -0.2% | +18.3% |
| 3Y | +45.0% | +91.7% | -46.7% | +33.2% |
| 5Y | +2.6% | +79.0% | -76.4% | -6.1% |
| All | +246.5% | +159.3% | +87.3% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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