+24.5%
BX vs BBY
+42.8%
-18.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.4% |
| 7D | -5.6% | +0.6% | -6.2% | -5.8% |
| 30D | -12.2% | +9.4% | -21.6% | -15.3% |
| 3M | +7.4% | +19.3% | -11.9% | 0.0% |
| 6M | +22.2% | +47.9% | -25.7% | +3.5% |
| YTD | -14.0% | +39.6% | -53.6% | -25.6% |
| 1Y | -27.3% | +22.2% | -49.5% | -33.8% |
| 3Y | +24.5% | +45.0% | -20.4% | -2.4% |
| All | +24.5% | +42.8% | -18.2% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling