+40.6%
BBY vs FFIV
+151.3%
-110.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.3% | -2.7% |
| 7D | +1.2% | +3.5% | -2.3% | 0.0% |
| 30D | +6.8% | -1.3% | +8.1% | +6.9% |
| 3M | +18.7% | +2.4% | +16.4% | +16.7% |
| 6M | +37.3% | +41.8% | -4.5% | +16.9% |
| YTD | +35.3% | +58.5% | -23.2% | +9.0% |
| 1Y | +20.7% | +24.3% | -3.7% | +8.0% |
| All | +40.6% | +151.3% | -110.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 3y: compounded portfolio wealth divided by compounded FFIV 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…
3y analysis · Full analysis span regression · 6 months rolling