+1.3%
BBY vs FDS
-29.0%
+30.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | +0.6% | -14.0% | +14.6% | +4.9% |
| 30D | +9.4% | -6.2% | +15.6% | +11.0% |
| 3M | +19.3% | +10.2% | +9.2% | +14.6% |
| 6M | +47.9% | +27.4% | +20.5% | +33.4% |
| YTD | +39.6% | -9.3% | +48.8% | +42.0% |
| 1Y | +22.2% | -28.6% | +50.8% | +36.8% |
| 3Y | +45.0% | -36.8% | +81.8% | +68.2% |
| All | +1.3% | -29.0% | +30.3% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling