+533.2%
XYZ vs BBY
+360.7%
+172.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -2.4% |
| 7D | -1.0% | +9.5% | -10.5% | -5.8% |
| 30D | -1.7% | +6.8% | -8.5% | -5.5% |
| 3M | +16.7% | +28.9% | -12.1% | +1.2% |
| 6M | +26.9% | +37.8% | -10.9% | +4.8% |
| YTD | +27.1% | +38.7% | -11.6% | +3.9% |
| 1Y | +9.3% | +23.7% | -14.4% | -5.3% |
| 3Y | +42.3% | +39.1% | +3.2% | +8.7% |
| 5Y | -69.3% | -0.4% | -68.9% | -72.0% |
| 10Y | +586.8% | +234.0% | +352.8% | +305.4% |
| All | +533.2% | +360.7% | +172.5% | +220.9% |
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