+71,806.5%
BBY vs VFC
+827.5%
+70,979.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.2% |
| 7D | +8.1% | +0.8% | +7.3% | +7.7% |
| 30D | +8.9% | -11.9% | +20.9% | +15.2% |
| 3M | +22.0% | -20.2% | +42.2% | +32.6% |
| 6M | +37.8% | -23.0% | +60.8% | +51.1% |
| YTD | +37.3% | -26.2% | +63.5% | +52.2% |
| 1Y | +21.6% | -13.3% | +34.9% | +23.4% |
| 3Y | +41.5% | -25.5% | +67.0% | +28.9% |
| 5Y | +1.2% | -78.1% | +79.3% | +62.9% |
| 10Y | +237.8% | -68.8% | +306.6% | +327.1% |
| All | +71,806.5% | +827.5% | +70,979.0% | +20,256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling