+230.3%
BBY vs ET
+1,451.4%
-1,221.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +0.7% | +1.4% | -0.7% | +0.4% |
| 30D | +5.8% | +4.6% | +1.2% | +4.6% |
| 3M | +18.0% | +16.0% | +2.0% | +13.7% |
| 6M | +39.8% | +22.8% | +17.0% | +32.7% |
| YTD | +35.4% | +38.9% | -3.5% | +24.5% |
| 1Y | +21.4% | +34.1% | -12.7% | +12.6% |
| 3Y | +39.5% | +98.8% | -59.3% | +17.8% |
| 5Y | -0.5% | +246.8% | -247.3% | -26.5% |
| 10Y | +240.0% | +174.4% | +65.7% | +146.7% |
| All | +230.3% | +1,451.4% | -1,221.1% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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