+1.3%
BBY vs EFX
-36.2%
+37.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.8% |
| 7D | +0.6% | -4.5% | +5.1% | +2.5% |
| 30D | +9.4% | -6.1% | +15.5% | +11.8% |
| 3M | +19.3% | +6.2% | +13.1% | +15.1% |
| 6M | +47.9% | -11.2% | +59.1% | +53.1% |
| YTD | +39.6% | -21.4% | +61.0% | +50.9% |
| 1Y | +22.2% | -34.3% | +56.5% | +42.8% |
| 3Y | +45.0% | -12.5% | +57.5% | +42.9% |
| All | +1.3% | -36.2% | +37.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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