+88.6%
BBY vs ECL
+79.8%
+8.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.2% |
| 7D | +4.5% | +2.9% | +1.6% | +3.0% |
| 30D | +16.8% | +7.5% | +9.3% | +12.9% |
| 3M | +23.2% | +12.2% | +11.0% | +16.8% |
| 6M | +91.9% | +24.6% | +67.4% | +72.6% |
| YTD | +61.6% | +18.8% | +42.9% | +47.8% |
| 1Y | +43.9% | +19.3% | +24.5% | +31.3% |
| 3Y | +88.6% | +78.2% | +10.4% | +66.1% |
| All | +88.6% | +79.8% | +8.8% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling