+302.4%
BBY vs VT
+374.2%
-71.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +9.5% | +0.4% | +9.1% | +9.0% |
| 30D | +6.8% | +1.0% | +5.9% | +5.8% |
| 3M | +28.9% | +2.4% | +26.5% | +25.4% |
| 6M | +37.8% | +12.0% | +25.8% | +22.3% |
| YTD | +38.7% | +15.3% | +23.4% | +19.3% |
| 1Y | +23.7% | +22.6% | +1.1% | +0.4% |
| 3Y | +39.1% | +74.7% | -35.6% | -19.1% |
| 5Y | -0.4% | +66.1% | -66.6% | -38.6% |
| 10Y | +234.0% | +225.0% | +9.0% | +14.6% |
| All | +302.4% | +374.2% | -71.8% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling