+317.4%
BBY vs P
+547.6%
-230.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.0% | -2.3% |
| 7D | +4.0% | +17.8% | -13.8% | +1.1% |
| 30D | +17.6% | -29.9% | +47.4% | +24.0% |
| 3M | +25.9% | -1.2% | +27.1% | +23.9% |
| 6M | +85.1% | +32.1% | +53.0% | +69.0% |
| YTD | +60.6% | +64.3% | -3.7% | +37.9% |
| 1Y | +40.2% | +24.3% | +15.9% | +25.9% |
| 3Y | +86.6% | +203.2% | -116.6% | +25.4% |
| 5Y | -3.7% | +290.4% | -294.1% | -41.0% |
| 10Y | +287.7% | +680.9% | -393.2% | +91.7% |
| All | +317.4% | +547.6% | -230.3% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling