+338.5%
RF vs BBY
+236.2%
+102.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -0.1% | +1.2% | -1.3% | -0.6% |
| 30D | -4.0% | +6.8% | -10.8% | -6.9% |
| 3M | +5.6% | +18.7% | -13.2% | -2.4% |
| 6M | +13.1% | +37.3% | -24.2% | -3.1% |
| YTD | +13.6% | +35.3% | -21.7% | -2.5% |
| 1Y | +16.0% | +20.7% | -4.7% | +4.0% |
| 3Y | +90.2% | +39.4% | +50.8% | +52.9% |
| 5Y | +87.0% | -1.5% | +88.5% | +68.1% |
| 10Y | +338.5% | +239.8% | +98.7% | +149.7% |
| All | +338.5% | +236.2% | +102.3% | +149.7% |
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