-35.7%
U vs BBY
+10.3%
-46.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +2.5% |
| 7D | +5.5% | +0.6% | +4.9% | +5.1% |
| 30D | -1.3% | +9.4% | -10.7% | -7.5% |
| 3M | +64.6% | +19.3% | +45.2% | +44.2% |
| 6M | +119.4% | +47.9% | +71.4% | +62.8% |
| YTD | -0.5% | +39.6% | -40.0% | -23.6% |
| 1Y | +1.3% | +22.2% | -20.9% | -15.3% |
| 3Y | +15.6% | +45.0% | -29.4% | -22.8% |
| 5Y | -67.5% | +2.6% | -70.0% | -73.3% |
| All | -35.7% | +10.3% | -46.0% | -49.0% |
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