-0.5%
BBY vs ESI
+66.0%
-66.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.8% |
| 7D | +0.7% | -2.3% | +3.0% | +1.6% |
| 30D | +5.8% | -9.0% | +14.8% | +9.3% |
| 3M | +18.0% | -13.3% | +31.3% | +22.1% |
| 6M | +39.8% | +5.3% | +34.6% | +28.5% |
| YTD | +35.4% | +37.6% | -2.2% | +6.4% |
| 1Y | +21.4% | +33.6% | -12.2% | -3.6% |
| 3Y | +39.5% | +75.8% | -36.2% | -6.9% |
| 5Y | -0.5% | +68.6% | -69.1% | -34.3% |
| All | -0.5% | +66.0% | -66.5% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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