+1,381.0%
NET vs BBY
+98.6%
+1,282.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.0% | -10.6% | -5.5% |
| 7D | -16.4% | +4.5% | -20.9% | -17.9% |
| 30D | -25.8% | +16.0% | -41.8% | -30.2% |
| 3M | -11.5% | +18.6% | -30.1% | -18.0% |
| 6M | +18.9% | +80.1% | -61.1% | -7.2% |
| YTD | +35.2% | +57.4% | -22.2% | +10.0% |
| 1Y | +14.5% | +34.5% | -20.1% | -0.9% |
| 3Y | +313.8% | +74.6% | +239.2% | +196.0% |
| 5Y | +32.6% | -0.5% | +33.0% | +11.9% |
| All | +1,381.0% | +98.6% | +1,282.4% | +1,052.2% |
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 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