+4,513.3%
BBY vs EME
+61,154.1%
-56,640.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -0.6% |
| 7D | +1.2% | +2.7% | -1.5% | +0.3% |
| 30D | +6.8% | -6.8% | +13.6% | +9.1% |
| 3M | +18.7% | -8.8% | +27.6% | +20.4% |
| 6M | +37.3% | +5.0% | +32.3% | +31.4% |
| YTD | +35.3% | +23.5% | +11.8% | +21.5% |
| 1Y | +20.7% | +21.3% | -0.6% | +7.8% |
| 3Y | +39.4% | +241.1% | -201.6% | -17.0% |
| 5Y | -1.5% | +549.2% | -550.6% | -53.7% |
| 10Y | +239.8% | +1,306.4% | -1,066.6% | +18.9% |
| All | +4,513.3% | +61,154.1% | -56,640.8% | +828.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 all: compounded portfolio wealth divided by compounded EME 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…
all analysis · Full analysis span regression · 6 months rolling