+508.3%
BBY vs USFR
+27.6%
+480.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +6.8% | +0.3% | +6.5% | +6.8% |
| 3M | +18.7% | +1.0% | +17.8% | +18.8% |
| 6M | +37.3% | +1.9% | +35.4% | +37.5% |
| YTD | +35.3% | +2.7% | +32.7% | +35.6% |
| 1Y | +20.7% | +4.0% | +16.7% | +21.0% |
| 3Y | +39.4% | +14.0% | +25.4% | +41.0% |
| 5Y | -1.5% | +20.4% | -21.9% | +0.1% |
| 10Y | +239.8% | +28.0% | +211.8% | +250.4% |
| All | +508.3% | +27.6% | +480.7% | +504.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling