+262.5%
BBY vs VCLT
+100.6%
+161.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.1% |
| 7D | +0.6% | -1.4% | +1.9% | +1.0% |
| 30D | +9.4% | -1.2% | +10.6% | +9.8% |
| 3M | +19.3% | -4.8% | +24.1% | +21.2% |
| 6M | +47.9% | -2.6% | +50.5% | +49.2% |
| YTD | +39.6% | -3.3% | +42.9% | +41.1% |
| 1Y | +22.2% | -4.8% | +27.0% | +24.1% |
| 3Y | +45.0% | +11.5% | +33.5% | +41.8% |
| 5Y | +2.6% | -17.0% | +19.5% | +2.1% |
| 10Y | +250.5% | +16.7% | +233.8% | +276.8% |
| All | +262.5% | +100.6% | +161.9% | +414.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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