+566.1%
XYZ vs BBY
+285.7%
+280.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.4% | -3.1% |
| 7D | -2.1% | +4.0% | -6.2% | -4.3% |
| 30D | +7.0% | +17.6% | -10.5% | -2.2% |
| 3M | +5.1% | +25.9% | -20.8% | -8.3% |
| 6M | +14.1% | +85.1% | -71.1% | -21.0% |
| YTD | +26.4% | +60.6% | -34.2% | -6.2% |
| 1Y | +25.1% | +40.2% | -15.1% | +0.5% |
| 3Y | +59.7% | +86.6% | -26.9% | +0.3% |
| 5Y | -63.8% | -3.7% | -60.1% | -67.0% |
| All | +566.1% | +285.7% | +280.4% | +269.5% |
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