+246.5%
BBY vs NTRS
+259.9%
-13.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.5% |
| 7D | +0.6% | +1.4% | -0.8% | -0.1% |
| 30D | +9.4% | -0.7% | +10.0% | +9.7% |
| 3M | +19.3% | +11.3% | +8.0% | +12.5% |
| 6M | +47.9% | +35.5% | +12.4% | +25.1% |
| YTD | +39.6% | +40.6% | -1.0% | +15.2% |
| 1Y | +22.2% | +49.2% | -27.0% | -2.5% |
| 3Y | +45.0% | +167.2% | -122.3% | -16.1% |
| 5Y | +2.6% | +94.9% | -92.4% | -32.0% |
| All | +246.5% | +259.9% | -13.4% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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