+18.4%
BX vs BBY
+1.5%
+16.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.1% |
| 7D | -5.6% | +0.6% | -6.2% | -5.8% |
| 30D | -12.2% | +9.4% | -21.6% | -16.0% |
| 3M | +7.4% | +19.3% | -11.9% | -1.6% |
| 6M | +22.2% | +47.9% | -25.7% | 0.0% |
| YTD | -14.0% | +39.6% | -53.6% | -28.0% |
| 1Y | -27.3% | +22.2% | -49.5% | -35.5% |
| 3Y | +24.5% | +45.0% | -20.4% | -5.2% |
| All | +18.4% | +1.5% | +16.9% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling