+554.8%
XYZ vs BBY
+436.8%
+118.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.3% |
| 7D | +12.6% | +10.9% | +1.7% | +6.8% |
| 30D | +10.8% | +19.6% | -8.8% | +0.7% |
| 3M | +8.4% | +27.6% | -19.3% | -5.6% |
| 6M | +14.3% | +79.4% | -65.1% | -18.0% |
| YTD | +31.5% | +61.7% | -30.2% | -1.3% |
| 1Y | +28.1% | +40.3% | -12.2% | +4.0% |
| 3Y | +66.2% | +87.9% | -21.7% | +7.1% |
| 5Y | -62.3% | +0.2% | -62.5% | -66.1% |
| 10Y | +634.6% | +274.5% | +360.1% | +302.7% |
| All | +554.8% | +436.8% | +118.0% | +204.9% |
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