+246.5%
BBY vs VO
+200.3%
+46.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.2% |
| 7D | +0.6% | -1.5% | +2.1% | +2.4% |
| 30D | +9.4% | -3.0% | +12.4% | +13.4% |
| 3M | +19.3% | +2.8% | +16.5% | +15.5% |
| 6M | +47.9% | +10.9% | +37.0% | +30.6% |
| YTD | +39.6% | +12.5% | +27.1% | +21.2% |
| 1Y | +22.2% | +12.0% | +10.2% | +6.9% |
| 3Y | +45.0% | +56.3% | -11.3% | -12.5% |
| 5Y | +2.6% | +42.9% | -40.4% | -31.2% |
| All | +246.5% | +200.3% | +46.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling