+236.0%
BBY vs FIVE
+497.8%
-261.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -0.4% |
| 7D | +1.2% | +1.7% | -0.5% | +0.5% |
| 30D | +6.8% | +5.0% | +1.8% | +4.7% |
| 3M | +18.7% | +29.5% | -10.8% | +7.0% |
| 6M | +37.3% | +12.4% | +24.9% | +29.2% |
| YTD | +35.3% | +31.2% | +4.1% | +19.4% |
| 1Y | +20.7% | +72.9% | -52.2% | -4.6% |
| 3Y | +39.4% | +53.0% | -13.6% | +5.6% |
| 5Y | -1.5% | +34.2% | -35.6% | -24.4% |
| All | +236.0% | +497.8% | -261.8% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling