-2.3%
BBY vs COMP
-49.4%
+47.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.6% |
| 7D | +8.1% | +4.1% | +4.0% | +7.5% |
| 30D | +8.9% | -14.5% | +23.5% | +11.2% |
| 3M | +22.0% | +41.8% | -19.8% | +15.9% |
| 6M | +37.8% | +23.6% | +14.3% | +31.9% |
| YTD | +37.3% | +1.7% | +35.6% | +34.2% |
| 1Y | +21.6% | +12.6% | +9.0% | +16.5% |
| 3Y | +41.5% | +221.9% | -180.4% | +10.7% |
| 5Y | +1.2% | -28.1% | +29.4% | -13.1% |
| All | -2.3% | -49.4% | +47.1% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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