+45.0%
BBY vs USFR
+14.1%
+30.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | +0.6% | +0.1% | +0.4% | +0.5% |
| 30D | +9.4% | +0.4% | +9.0% | +9.0% |
| 3M | +19.3% | +1.0% | +18.3% | +17.5% |
| 6M | +47.9% | +2.0% | +45.9% | +42.6% |
| YTD | +39.6% | +2.8% | +36.8% | +32.1% |
| 1Y | +22.2% | +4.1% | +18.1% | +11.3% |
| 3Y | +45.0% | +14.1% | +30.8% | +38.2% |
| All | +45.0% | +14.1% | +30.8% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling