+823.9%
BBY vs FIVE
+873.2%
-49.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +10.9% | +7.3% | +3.6% | +8.3% |
| 30D | +19.6% | +18.1% | +1.6% | +12.9% |
| 3M | +27.6% | +7.7% | +19.9% | +24.2% |
| 6M | +79.4% | +13.6% | +65.8% | +70.0% |
| YTD | +61.7% | +34.6% | +27.1% | +42.8% |
| 1Y | +40.3% | +66.2% | -25.9% | +14.8% |
| 3Y | +87.9% | +43.5% | +44.4% | +49.4% |
| 5Y | +0.2% | +20.7% | -20.5% | -18.1% |
| 10Y | +274.5% | +541.5% | -267.0% | +68.5% |
| All | +823.9% | +873.2% | -49.3% | +255.9% |
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 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