+246.5%
BBY vs FDS
+64.8%
+181.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | +0.6% | -14.0% | +14.6% | +6.9% |
| 30D | +9.4% | -6.2% | +15.6% | +11.7% |
| 3M | +19.3% | +10.2% | +9.2% | +12.5% |
| 6M | +47.9% | +27.4% | +20.5% | +28.0% |
| YTD | +39.6% | -9.3% | +48.8% | +40.4% |
| 1Y | +22.2% | -28.6% | +50.8% | +37.4% |
| 3Y | +45.0% | -36.8% | +81.8% | +70.3% |
| 5Y | +2.6% | -28.6% | +31.2% | +10.2% |
| All | +246.5% | +64.8% | +181.7% | +128.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling