+246.5%
BBY vs ETR
+296.9%
-50.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +0.6% | -1.8% | +2.4% | +1.3% |
| 30D | +9.4% | -1.8% | +11.2% | +10.1% |
| 3M | +19.3% | -3.6% | +22.9% | +20.8% |
| 6M | +47.9% | +2.6% | +45.3% | +45.2% |
| YTD | +39.6% | +16.0% | +23.5% | +30.0% |
| 1Y | +22.2% | +20.1% | +2.0% | +12.1% |
| 3Y | +45.0% | +143.6% | -98.6% | -4.3% |
| 5Y | +2.6% | +124.4% | -121.8% | -30.9% |
| All | +246.5% | +296.9% | -50.3% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling