+2,451.8%
EXC vs BBY
+87,518.4%
-85,066.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -1.9% | +4.0% | -6.0% | -2.2% |
| 30D | +7.8% | +17.6% | -9.8% | +6.5% |
| 3M | +1.9% | +25.9% | -24.0% | +0.1% |
| 6M | +3.4% | +85.1% | -81.7% | -1.2% |
| YTD | +7.6% | +60.6% | -53.0% | +3.7% |
| 1Y | +2.1% | +40.2% | -38.1% | -0.7% |
| 3Y | +29.6% | +86.6% | -57.0% | +22.2% |
| 5Y | +39.5% | -3.7% | +43.2% | +36.5% |
| 10Y | +200.2% | +287.7% | -87.5% | +167.7% |
| All | +2,451.8% | +87,518.4% | -85,066.5% | +1,747.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling