+246.5%
BBY vs FTV
+80.7%
+165.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +2.9% |
| 7D | +0.6% | -4.0% | +4.5% | +3.2% |
| 30D | +9.4% | -11.0% | +20.4% | +17.6% |
| 3M | +19.3% | -8.4% | +27.7% | +25.1% |
| 6M | +47.9% | -2.6% | +50.5% | +47.2% |
| YTD | +39.6% | -0.6% | +40.2% | +36.0% |
| 1Y | +22.2% | +11.0% | +11.2% | +10.3% |
| 3Y | +45.0% | -6.3% | +51.3% | +46.0% |
| 5Y | +2.6% | -1.5% | +4.1% | -1.5% |
| All | +246.5% | +80.7% | +165.8% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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