+14.4%
FIX vs BBY
+33.0%
-18.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +8.0% | -23.1% | -13.1% |
| 7D | -18.9% | +4.5% | -23.4% | -17.4% |
| 30D | -36.3% | +16.0% | -52.3% | -33.8% |
| 3M | -38.5% | +18.6% | -57.1% | -36.0% |
| 6M | -42.3% | +80.1% | -122.3% | -38.0% |
| YTD | +17.1% | +57.4% | -40.3% | +23.1% |
| 1Y | +14.4% | +34.5% | -20.1% | +34.2% |
| All | +14.4% | +33.0% | -18.6% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling