-13.5%
F vs BBY
+1.1%
-14.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.7% |
| 7D | -2.1% | +3.7% | -5.9% | -3.8% |
| 30D | +3.3% | +20.9% | -17.6% | -5.3% |
| 3M | -11.3% | +27.6% | -38.9% | -21.0% |
| 6M | +5.3% | +86.9% | -81.6% | -21.2% |
| YTD | -2.2% | +63.3% | -65.6% | -23.0% |
| 1Y | -3.5% | +42.6% | -46.1% | -19.3% |
| 3Y | +49.5% | +89.8% | -40.3% | +1.0% |
| 5Y | -13.5% | -0.1% | -13.5% | -29.9% |
| All | -13.5% | +1.1% | -14.6% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling