+34.5%
BBY vs FDS
+31.1%
+3.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.9% | +5.1% | +7.5% |
| 7D | +4.5% | +9.4% | -4.9% | +3.1% |
| 30D | +16.0% | +23.8% | -7.8% | +12.6% |
| 3M | +18.6% | +25.1% | -6.5% | +14.5% |
| 6M | +80.1% | +53.8% | +26.3% | +68.6% |
| YTD | +57.4% | +19.6% | +37.9% | +50.7% |
| 1Y | +34.5% | +31.6% | +2.9% | +24.1% |
| All | +34.5% | +31.1% | +3.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling