+274.7%
BBY vs CAPR
-65.7%
+340.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.6% | +0.7% |
| 7D | +4.5% | +5.9% | -1.4% | +4.3% |
| 30D | +16.8% | +44.6% | -27.8% | +16.0% |
| 3M | +23.2% | +126.4% | -103.2% | +21.2% |
| 6M | +91.9% | -68.6% | +160.5% | +92.9% |
| YTD | +61.6% | -67.0% | +128.6% | +62.0% |
| 1Y | +43.9% | +65.2% | -21.3% | +35.0% |
| 3Y | +88.6% | +235.6% | -146.9% | +69.0% |
| 5Y | -3.1% | +175.4% | -178.5% | -14.0% |
| All | +274.7% | -65.7% | +340.5% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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