+274.7%
BBY vs P
+652.0%
-377.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.6% | +1.0% |
| 7D | +4.5% | +11.6% | -7.2% | +2.3% |
| 30D | +16.8% | -23.7% | +40.5% | +21.7% |
| 3M | +23.2% | -8.0% | +31.2% | +22.7% |
| 6M | +91.9% | +27.9% | +64.0% | +75.2% |
| YTD | +61.6% | +61.2% | +0.5% | +37.5% |
| 1Y | +43.9% | +28.6% | +15.3% | +26.9% |
| 3Y | +88.6% | +200.5% | -111.8% | +21.3% |
| 5Y | -3.1% | +282.9% | -286.0% | -43.9% |
| All | +274.7% | +652.0% | -377.3% | +77.7% |
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