+17.4%
BBY vs COMP
-49.2%
+66.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.7% | +1.0% | +5.9% |
| 7D | +10.5% | +14.5% | -4.0% | +8.4% |
| 30D | +22.1% | +14.9% | +7.2% | +19.7% |
| 3M | +31.0% | -14.2% | +45.2% | +33.3% |
| 6M | +83.2% | +23.7% | +59.5% | +76.4% |
| YTD | +65.1% | +2.1% | +63.0% | +60.9% |
| 1Y | +41.6% | +26.2% | +15.4% | +33.8% |
| 3Y | +95.6% | +470.9% | -375.3% | +41.5% |
| 5Y | +1.0% | -14.0% | +15.0% | -14.6% |
| All | +17.4% | -49.2% | +66.6% | -0.3% |
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