+169.7%
EXE vs BBY
-2.7%
+172.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.5% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | -0.9% | +9.4% | -10.3% | -2.2% |
| 3M | +9.6% | +19.3% | -9.8% | +6.8% |
| 6M | -11.6% | +47.9% | -59.5% | -16.7% |
| YTD | -12.6% | +39.6% | -52.1% | -17.1% |
| 1Y | +1.2% | +22.2% | -21.0% | -2.3% |
| 3Y | +18.0% | +45.0% | -26.9% | +6.7% |
| 5Y | +101.1% | +2.6% | +98.5% | +82.6% |
| All | +169.7% | -2.7% | +172.4% | +145.7% |
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