+84,550.6%
BBY vs ES
+1,272.1%
+83,278.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +4.5% | +2.7% | +1.8% | +3.6% |
| 30D | +16.8% | +7.6% | +9.2% | +14.1% |
| 3M | +23.2% | +0.5% | +22.7% | +23.0% |
| 6M | +91.9% | +7.6% | +84.3% | +87.2% |
| YTD | +61.6% | +10.2% | +51.4% | +56.0% |
| 1Y | +43.9% | +1.8% | +42.0% | +41.9% |
| 3Y | +88.6% | +55.4% | +33.3% | +61.3% |
| 5Y | -3.1% | +7.3% | -10.4% | -7.8% |
| 10Y | +290.2% | +96.4% | +193.8% | +207.1% |
| All | +84,550.6% | +1,272.1% | +83,278.5% | +35,717.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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