+213.6%
RF vs BBY
+288.1%
-74.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +1.9% | +4.5% | -2.5% | +0.1% |
| 30D | +7.3% | +16.8% | -9.5% | +0.3% |
| 3M | -7.9% | +23.2% | -31.1% | -16.3% |
| 6M | +10.5% | +91.9% | -81.4% | -17.9% |
| YTD | +9.6% | +61.6% | -52.0% | -13.0% |
| 1Y | +20.3% | +43.9% | -23.6% | +0.2% |
| 3Y | +119.5% | +88.6% | +30.9% | +54.0% |
| 5Y | +48.2% | -3.1% | +51.3% | +35.1% |
| All | +213.6% | +288.1% | -74.5% | +80.2% |
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