+196.7%
EXC vs BBY
+288.1%
-91.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.3% |
| 7D | +1.4% | +4.5% | -3.1% | +0.6% |
| 30D | +8.6% | +16.8% | -8.2% | +5.7% |
| 3M | +2.4% | +23.2% | -20.8% | -1.4% |
| 6M | +6.5% | +91.9% | -85.5% | -5.3% |
| YTD | +9.0% | +61.6% | -52.6% | -0.6% |
| 1Y | +4.6% | +43.9% | -39.3% | -2.7% |
| 3Y | +33.5% | +88.6% | -55.2% | +13.1% |
| 5Y | +41.4% | -3.1% | +44.5% | +36.0% |
| All | +196.7% | +288.1% | -91.5% | +127.1% |
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