+246.5%
BBY vs ECL
+160.1%
+86.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.1% |
| 7D | +0.6% | -1.1% | +1.7% | +1.3% |
| 30D | +9.4% | -0.8% | +10.2% | +10.0% |
| 3M | +19.3% | +5.0% | +14.3% | +15.8% |
| 6M | +47.9% | +0.2% | +47.7% | +46.6% |
| YTD | +39.6% | +5.8% | +33.8% | +33.8% |
| 1Y | +22.2% | +1.5% | +20.6% | +19.6% |
| 3Y | +45.0% | +55.0% | -10.0% | +8.6% |
| 5Y | +2.6% | +29.3% | -26.7% | -16.1% |
| All | +246.5% | +160.1% | +86.5% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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