+46.8%
IR vs BBY
-2.1%
+48.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +4.3% | +4.0% | +0.2% | +3.0% |
| 30D | +8.1% | +17.6% | -9.5% | +2.4% |
| 3M | +0.7% | +25.9% | -25.2% | -7.1% |
| 6M | +16.6% | +85.1% | -68.5% | -6.2% |
| YTD | +7.8% | +60.6% | -52.8% | -9.5% |
| 1Y | +9.9% | +40.2% | -30.2% | -3.3% |
| 3Y | +25.2% | +86.6% | -61.4% | -4.2% |
| 5Y | +46.8% | -3.7% | +50.5% | +24.0% |
| All | +46.8% | -2.1% | +48.8% | +24.0% |
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