+2,926.4%
V vs BBY
+292.4%
+2,634.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.1% | -1.7% |
| 7D | -1.7% | +9.5% | -11.2% | -3.9% |
| 30D | +2.0% | +6.8% | -4.9% | +0.1% |
| 3M | +17.4% | +28.9% | -11.5% | +9.8% |
| 6M | +17.5% | +37.8% | -20.3% | +7.3% |
| YTD | +7.6% | +38.7% | -31.2% | -2.2% |
| 1Y | +7.7% | +23.7% | -16.0% | +0.4% |
| 3Y | +54.7% | +39.1% | +15.5% | +35.2% |
| 5Y | +73.0% | -0.4% | +73.5% | +60.1% |
| 10Y | +390.9% | +234.0% | +156.8% | +215.3% |
| All | +2,926.4% | +292.4% | +2,634.0% | +1,502.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling