+34.5%
BBY vs VSH
+62.1%
-27.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -5.1% | +13.0% | +8.0% |
| 7D | +4.5% | -13.6% | +18.2% | +4.6% |
| 30D | +16.0% | -30.4% | +46.3% | +16.4% |
| 3M | +18.6% | -33.3% | +51.9% | +19.0% |
| 6M | +80.1% | -15.1% | +95.1% | +75.8% |
| YTD | +57.4% | +80.2% | -22.8% | +36.4% |
| 1Y | +34.5% | +63.4% | -28.9% | +18.6% |
| All | +34.5% | +62.1% | -27.5% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling