+155.2%
W vs BBY
+252.7%
-97.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -1.9% | -1.4% |
| 7D | -0.9% | +0.6% | -1.5% | -1.4% |
| 30D | -4.2% | +9.4% | -13.6% | -12.0% |
| 3M | +26.9% | +19.3% | +7.6% | +8.7% |
| 6M | +31.2% | +47.9% | -16.7% | -9.4% |
| YTD | -1.8% | +39.6% | -41.4% | -29.6% |
| 1Y | +9.3% | +22.2% | -12.9% | -12.4% |
| 3Y | +33.2% | +45.0% | -11.8% | -6.7% |
| 5Y | -62.4% | +2.6% | -65.0% | -63.6% |
| All | +155.2% | +252.7% | -97.5% | +46.2% |
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