+274.7%
BBY vs VT
+221.8%
+53.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +1.0% |
| 7D | +4.5% | +2.4% | +2.1% | +1.8% |
| 30D | +16.8% | -1.5% | +18.3% | +18.9% |
| 3M | +23.2% | -4.1% | +27.3% | +29.3% |
| 6M | +91.9% | +0.6% | +91.4% | +89.6% |
| YTD | +61.6% | +11.0% | +50.6% | +40.5% |
| 1Y | +43.9% | +13.3% | +30.5% | +22.0% |
| 3Y | +88.6% | +73.4% | +15.3% | -3.0% |
| 5Y | -3.1% | +57.4% | -60.5% | -43.7% |
| All | +274.7% | +221.8% | +53.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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