+1,851.9%
TER vs BBY
+252.7%
+1,599.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.3% |
| 7D | +6.4% | +0.6% | +5.8% | +6.0% |
| 30D | -5.7% | +9.4% | -15.1% | -9.8% |
| 3M | -0.4% | +19.3% | -19.7% | -9.0% |
| 6M | +25.8% | +47.9% | -22.1% | +3.0% |
| YTD | +96.4% | +39.6% | +56.8% | +63.1% |
| 1Y | +229.2% | +22.2% | +207.0% | +190.5% |
| 3Y | +288.1% | +45.0% | +243.1% | +206.3% |
| 5Y | +219.9% | +2.6% | +217.4% | +184.0% |
| All | +1,851.9% | +252.7% | +1,599.2% | +1,172.9% |
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