+545.7%
BBY vs FFIV
+7,502.3%
-6,956.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +8.1% | -1.5% | +9.6% | +8.4% |
| 30D | +8.9% | -2.7% | +11.6% | +9.3% |
| 3M | +22.0% | -1.7% | +23.7% | +22.0% |
| 6M | +37.8% | +36.1% | +1.7% | +28.6% |
| YTD | +37.3% | +52.6% | -15.3% | +25.0% |
| 1Y | +21.6% | +21.5% | 0.0% | +15.5% |
| 3Y | +41.5% | +142.7% | -101.2% | +17.2% |
| 5Y | +1.2% | +92.6% | -91.3% | -12.6% |
| 10Y | +237.8% | +225.5% | +12.3% | +162.1% |
| All | +545.7% | +7,502.3% | -6,956.6% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling