-0.7%
BBY vs FDS
-23.2%
+22.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +4.5% | +1.5% | +3.0% | +4.0% |
| 30D | +16.8% | +14.8% | +2.0% | +12.1% |
| 3M | +23.2% | +16.3% | +6.9% | +17.2% |
| 6M | +91.9% | +66.2% | +25.7% | +60.7% |
| YTD | +61.6% | +16.2% | +45.4% | +52.7% |
| 1Y | +43.9% | +21.8% | +22.0% | +32.8% |
| 3Y | +88.6% | -23.9% | +112.5% | +110.4% |
| All | -0.7% | -23.2% | +22.5% | +1.4% |
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