+79.5%
F vs BBY
+241.9%
-162.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.5% | -3.3% |
| 7D | -4.9% | +1.2% | -6.1% | -5.3% |
| 30D | -2.9% | +6.8% | -9.7% | -5.6% |
| 3M | -9.1% | +18.7% | -27.8% | -15.5% |
| 6M | +12.9% | +37.3% | -24.4% | -1.8% |
| YTD | +6.1% | +35.3% | -29.2% | -7.8% |
| 1Y | +22.5% | +20.7% | +1.8% | +11.2% |
| 3Y | +32.1% | +39.4% | -7.4% | +8.2% |
| 5Y | +43.7% | -1.5% | +45.2% | +31.9% |
| All | +79.5% | +241.9% | -162.4% | +21.8% |
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