+1.3%
BBY vs ECL
+27.6%
-26.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.2% |
| 7D | +0.6% | -1.1% | +1.7% | +1.2% |
| 30D | +9.4% | -0.8% | +10.2% | +9.9% |
| 3M | +19.3% | +5.0% | +14.3% | +16.2% |
| 6M | +47.9% | +0.2% | +47.7% | +46.9% |
| YTD | +39.6% | +5.8% | +33.8% | +34.4% |
| 1Y | +22.2% | +1.5% | +20.6% | +19.9% |
| 3Y | +45.0% | +55.0% | -10.0% | +12.2% |
| All | +1.3% | +27.6% | -26.3% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling