+18.5%
BBY vs FDS
-26.3%
+44.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +0.8% |
| 7D | +0.7% | -16.0% | +16.7% | +2.9% |
| 30D | +5.8% | -6.7% | +12.5% | +6.4% |
| 3M | +18.0% | +6.0% | +12.1% | +16.6% |
| 6M | +39.8% | +25.1% | +14.8% | +34.3% |
| YTD | +35.4% | -8.1% | +43.5% | +35.4% |
| All | +18.5% | -26.3% | +44.9% | +23.2% |
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 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