+163.6%
W vs BBY
+328.8%
-165.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +0.1% |
| 7D | -4.2% | +9.5% | -13.7% | -10.8% |
| 30D | -7.6% | +6.8% | -14.4% | -12.7% |
| 3M | +37.2% | +28.9% | +8.3% | +12.8% |
| 6M | +26.3% | +37.8% | -11.5% | -4.2% |
| YTD | -1.0% | +38.7% | -39.7% | -25.9% |
| 1Y | +20.1% | +23.7% | -3.6% | -2.2% |
| 3Y | +37.8% | +39.1% | -1.3% | +5.2% |
| 5Y | -63.7% | -0.4% | -63.2% | -63.4% |
| 10Y | +156.3% | +234.0% | -77.7% | +58.1% |
| All | +163.6% | +328.8% | -165.2% | +53.7% |
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