+23.7%
BBY vs USFR
+4.0%
+19.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.4% |
| 7D | +9.5% | +0.1% | +9.4% | +10.3% |
| 30D | +6.8% | +0.3% | +6.5% | +10.4% |
| 3M | +28.9% | +1.0% | +27.9% | +42.7% |
| 6M | +37.8% | +1.9% | +35.9% | +65.4% |
| YTD | +38.7% | +2.6% | +36.1% | +81.9% |
| 1Y | +23.7% | +4.0% | +19.7% | +88.7% |
| All | +23.7% | +4.0% | +19.7% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling