+1.3%
BBY vs ETR
+122.3%
-121.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +0.6% | -1.8% | +2.4% | +1.1% |
| 30D | +9.4% | -1.8% | +11.2% | +9.9% |
| 3M | +19.3% | -3.6% | +22.9% | +20.4% |
| 6M | +47.9% | +2.6% | +45.3% | +45.9% |
| YTD | +39.6% | +16.0% | +23.5% | +32.4% |
| 1Y | +22.2% | +20.1% | +2.0% | +14.6% |
| 3Y | +45.0% | +143.6% | -98.6% | +5.6% |
| All | +1.3% | +122.3% | -121.0% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling