+246.5%
BBY vs USFR
+28.1%
+218.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +2.9% |
| 7D | +0.6% | +0.1% | +0.4% | +0.3% |
| 30D | +9.4% | +0.4% | +9.0% | +8.7% |
| 3M | +19.3% | +1.0% | +18.3% | +17.0% |
| 6M | +47.9% | +2.0% | +45.9% | +42.5% |
| YTD | +39.6% | +2.8% | +36.8% | +32.5% |
| 1Y | +22.2% | +4.1% | +18.1% | +13.0% |
| 3Y | +45.0% | +14.1% | +30.8% | +12.9% |
| 5Y | +2.6% | +20.6% | -18.0% | -28.6% |
| All | +246.5% | +28.1% | +218.4% | +102.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling