+134.2%
BP vs BBY
+252.7%
-118.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | -0.6% |
| 7D | +5.2% | +0.6% | +4.6% | +5.1% |
| 30D | +8.7% | +9.4% | -0.7% | +6.4% |
| 3M | +9.3% | +19.3% | -10.0% | +4.7% |
| 6M | +13.6% | +47.9% | -34.3% | +2.8% |
| YTD | +37.7% | +39.6% | -1.9% | +25.8% |
| 1Y | +40.6% | +22.2% | +18.4% | +32.0% |
| 3Y | +40.3% | +45.0% | -4.6% | +22.3% |
| 5Y | +141.4% | +2.6% | +138.8% | +121.5% |
| All | +134.2% | +252.7% | -118.5% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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