+692.8%
BBY vs FIVE
+868.1%
-175.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +1.4% |
| 7D | +9.5% | +4.3% | +5.2% | +7.8% |
| 30D | +6.8% | +12.5% | -5.7% | +2.2% |
| 3M | +28.9% | +31.2% | -2.4% | +16.4% |
| 6M | +37.8% | +14.4% | +23.4% | +29.5% |
| YTD | +38.7% | +33.9% | +4.9% | +22.8% |
| 1Y | +23.7% | +65.1% | -41.4% | +1.2% |
| 3Y | +39.1% | +49.0% | -9.9% | +8.9% |
| 5Y | -0.4% | +30.3% | -30.7% | -20.9% |
| 10Y | +234.0% | +481.1% | -247.1% | +54.0% |
| All | +692.8% | +868.1% | -175.3% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling