+18.9%
NET vs BBY
+74.6%
-55.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.0% | -10.6% | -3.1% |
| 7D | -16.4% | +4.5% | -20.9% | -16.4% |
| 30D | -25.8% | +16.0% | -41.8% | -26.5% |
| 3M | -11.5% | +18.6% | -30.1% | -12.2% |
| 6M | +18.9% | +80.1% | -61.1% | +7.8% |
| All | +18.9% | +74.6% | -55.7% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling