+117.8%
EW vs BBY
+252.7%
-134.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.8% | -3.5% |
| 7D | -6.2% | +0.6% | -6.7% | -6.3% |
| 30D | -9.3% | +9.4% | -18.7% | -11.3% |
| 3M | -1.6% | +19.3% | -21.0% | -5.9% |
| 6M | -0.8% | +47.9% | -48.8% | -10.3% |
| YTD | -1.0% | +39.6% | -40.6% | -9.6% |
| 1Y | +8.2% | +22.2% | -14.0% | +1.6% |
| 3Y | +12.7% | +45.0% | -32.3% | -2.4% |
| 5Y | -30.2% | +2.6% | -32.8% | -35.6% |
| All | +117.8% | +252.7% | -134.9% | +45.5% |
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