+995.4%
TER vs BBY
+288.1%
+707.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.6% |
| 7D | +14.4% | +4.5% | +9.9% | +12.5% |
| 30D | -30.6% | +16.8% | -47.4% | -35.4% |
| 3M | -39.2% | +23.2% | -62.4% | -45.4% |
| 6M | -31.3% | +91.9% | -123.2% | -50.2% |
| YTD | +29.1% | +61.6% | -32.6% | -0.7% |
| 1Y | +47.4% | +43.9% | +3.5% | +19.6% |
| 3Y | +191.2% | +88.6% | +102.6% | +101.9% |
| 5Y | +74.0% | -3.1% | +77.1% | +56.2% |
| All | +995.4% | +288.1% | +707.3% | +564.2% |
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