+40.6%
BBY vs VFC
-28.9%
+69.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | +0.7% | -4.0% | +4.6% | +1.9% |
| 30D | +5.8% | -14.6% | +20.4% | +10.7% |
| 3M | +18.0% | -23.1% | +41.1% | +26.1% |
| 6M | +39.8% | -25.2% | +65.1% | +50.1% |
| YTD | +35.4% | -29.5% | +64.9% | +47.2% |
| 1Y | +21.4% | -14.4% | +35.8% | +23.5% |
| All | +40.6% | -28.9% | +69.5% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling