-0.7%
BBY vs ESI
+36.5%
-37.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.9% |
| 7D | +4.5% | +5.5% | -1.1% | +2.5% |
| 30D | +16.8% | -7.8% | +24.6% | +19.2% |
| 3M | +23.2% | -15.0% | +38.2% | +28.8% |
| 6M | +91.9% | -24.9% | +116.8% | +106.8% |
| YTD | +61.6% | +33.2% | +28.4% | +26.0% |
| 1Y | +43.9% | +24.9% | +18.9% | +15.8% |
| 3Y | +88.6% | +77.8% | +10.9% | +21.3% |
| All | -0.7% | +36.5% | -37.2% | -30.2% |
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