-0.5%
BBY vs VFC
-79.4%
+78.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.6% |
| 7D | +0.7% | -3.3% | +4.0% | +1.8% |
| 30D | +5.8% | -14.0% | +19.8% | +11.3% |
| 3M | +18.0% | -22.6% | +40.6% | +27.2% |
| 6M | +39.8% | -24.7% | +64.6% | +51.5% |
| YTD | +35.4% | -29.0% | +64.4% | +48.8% |
| 1Y | +21.4% | -13.8% | +35.2% | +23.3% |
| 3Y | +39.5% | -28.2% | +67.8% | +35.3% |
| 5Y | -0.5% | -79.0% | +78.5% | +90.5% |
| All | -0.5% | -79.4% | +78.9% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling