+239.8%
BBY vs P
+694.3%
-454.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -0.7% |
| 7D | +1.2% | +5.0% | -3.8% | +0.2% |
| 30D | +6.8% | -0.9% | +7.7% | +6.6% |
| 3M | +18.7% | +38.7% | -19.9% | +9.7% |
| 6M | +37.3% | +54.4% | -17.1% | +21.2% |
| YTD | +35.3% | +44.8% | -9.5% | +19.8% |
| 1Y | +20.7% | +22.5% | -1.9% | +8.9% |
| 3Y | +39.4% | +148.2% | -108.8% | -4.3% |
| 5Y | -1.5% | +268.9% | -270.4% | -41.7% |
| 10Y | +239.8% | +696.9% | -457.1% | +56.3% |
| All | +239.8% | +694.3% | -454.5% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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