+296.9%
BBY vs VT
+223.7%
+73.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.1% | +3.6% |
| 7D | +10.5% | +0.4% | +10.2% | +10.2% |
| 30D | +22.1% | -2.6% | +24.7% | +26.0% |
| 3M | +31.0% | -3.2% | +34.2% | +35.9% |
| 6M | +83.2% | +0.9% | +82.3% | +80.1% |
| YTD | +65.1% | +11.3% | +53.8% | +43.1% |
| 1Y | +41.6% | +14.0% | +27.6% | +19.2% |
| 3Y | +95.6% | +75.8% | +19.8% | -1.1% |
| 5Y | +1.0% | +57.8% | -56.9% | -41.5% |
| 10Y | +296.9% | +219.8% | +77.1% | -7.1% |
| All | +296.9% | +223.7% | +73.2% | -7.1% |
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