+157.2%
EXC vs BBY
+242.2%
-85.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -2.4% | +5.8% | -8.2% | -3.4% |
| 3M | -4.0% | +18.0% | -22.0% | -6.8% |
| 6M | -9.8% | +39.8% | -49.6% | -15.3% |
| YTD | +2.3% | +35.4% | -33.1% | -3.7% |
| 1Y | +3.8% | +21.4% | -17.6% | -0.7% |
| 3Y | +19.7% | +39.5% | -19.8% | +7.7% |
| 5Y | +45.6% | -0.5% | +46.1% | +37.0% |
| All | +157.2% | +242.2% | -85.0% | +96.7% |
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