+184.0%
BBY vs VIG
+614.0%
-430.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.8% |
| 7D | +1.2% | -1.2% | +2.4% | +2.7% |
| 30D | +6.8% | -2.8% | +9.6% | +10.8% |
| 3M | +18.7% | +2.5% | +16.3% | +15.2% |
| 6M | +37.3% | +8.1% | +29.2% | +24.3% |
| YTD | +35.3% | +9.6% | +25.7% | +20.5% |
| 1Y | +20.7% | +14.2% | +6.5% | +2.4% |
| 3Y | +39.4% | +56.1% | -16.7% | -18.2% |
| 5Y | -1.5% | +62.8% | -64.3% | -44.2% |
| 10Y | +239.8% | +248.2% | -8.4% | -21.5% |
| All | +184.0% | +614.0% | -430.0% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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