+1.3%
BBY vs EFV
+95.9%
-94.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.1% |
| 7D | +0.6% | -0.8% | +1.4% | +1.3% |
| 30D | +9.4% | +0.6% | +8.8% | +8.8% |
| 3M | +19.3% | +7.5% | +11.8% | +11.9% |
| 6M | +47.9% | +13.0% | +34.9% | +32.0% |
| YTD | +39.6% | +18.3% | +21.2% | +18.4% |
| 1Y | +22.2% | +26.7% | -4.5% | -2.9% |
| 3Y | +45.0% | +89.6% | -44.6% | -20.6% |
| All | +1.3% | +95.9% | -94.6% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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