+1.3%
BBY vs VMC
+47.0%
-45.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.7% |
| 7D | +0.6% | -3.8% | +4.4% | +2.5% |
| 30D | +9.4% | -9.7% | +19.1% | +14.8% |
| 3M | +19.3% | -9.6% | +29.0% | +24.8% |
| 6M | +47.9% | -4.8% | +52.8% | +49.9% |
| YTD | +39.6% | -10.9% | +50.4% | +44.8% |
| 1Y | +22.2% | -15.6% | +37.8% | +30.2% |
| 3Y | +45.0% | +19.3% | +25.7% | +24.5% |
| All | +1.3% | +47.0% | -45.7% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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