+246.5%
BBY vs Z
-2.5%
+249.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +2.2% |
| 7D | +0.6% | -6.0% | +6.6% | +2.0% |
| 30D | +9.4% | -2.3% | +11.7% | +9.7% |
| 3M | +19.3% | -0.6% | +19.9% | +18.9% |
| 6M | +47.9% | -27.6% | +75.5% | +57.5% |
| YTD | +39.6% | -52.4% | +91.9% | +62.7% |
| 1Y | +22.2% | -63.6% | +85.8% | +51.0% |
| 3Y | +45.0% | -36.4% | +81.4% | +52.4% |
| 5Y | +2.6% | -64.6% | +67.2% | +14.3% |
| All | +246.5% | -2.5% | +249.0% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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