-1.5%
BBY vs M
+22.2%
-23.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | 0.0% |
| 7D | +1.2% | -4.1% | +5.2% | +2.6% |
| 30D | +6.8% | -13.6% | +20.4% | +12.4% |
| 3M | +18.7% | -2.3% | +21.0% | +19.3% |
| 6M | +37.3% | +21.9% | +15.4% | +27.6% |
| YTD | +35.3% | -0.6% | +35.9% | +34.4% |
| 1Y | +20.7% | +29.7% | -9.1% | +9.2% |
| 3Y | +39.4% | +107.3% | -67.8% | -0.9% |
| 5Y | -1.5% | +20.5% | -22.0% | -18.2% |
| All | -1.5% | +22.2% | -23.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 5y: compounded portfolio wealth divided by compounded M 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…
5y analysis · Full analysis span regression · 6 months rolling