+246.5%
BBY vs VSH
+196.4%
+50.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.1% | -3.1% | +0.9% |
| 7D | +0.6% | +4.8% | -4.2% | -1.1% |
| 30D | +9.4% | -0.7% | +10.1% | +9.1% |
| 3M | +19.3% | -43.1% | +62.4% | +40.7% |
| 6M | +47.9% | +91.8% | -43.9% | +1.1% |
| YTD | +39.6% | +131.6% | -92.1% | -13.6% |
| 1Y | +22.2% | +118.1% | -95.9% | -23.0% |
| 3Y | +45.0% | +40.9% | +4.1% | +5.2% |
| 5Y | +2.6% | +75.8% | -73.2% | -34.5% |
| All | +246.5% | +196.4% | +50.1% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling