+72,989.8%
BBY vs VTRS
+553.2%
+72,436.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.9% |
| 7D | +0.6% | -2.2% | +2.8% | +1.1% |
| 30D | +9.4% | +3.3% | +6.1% | +8.6% |
| 3M | +19.3% | +2.0% | +17.4% | +18.7% |
| 6M | +47.9% | +19.9% | +28.0% | +41.2% |
| YTD | +39.6% | +35.7% | +3.8% | +28.9% |
| 1Y | +22.2% | +68.1% | -45.9% | +7.1% |
| 3Y | +45.0% | +87.1% | -42.1% | +22.7% |
| 5Y | +2.6% | +47.6% | -45.1% | -10.1% |
| 10Y | +250.5% | -48.2% | +298.7% | +260.5% |
| All | +72,989.8% | +553.2% | +72,436.7% | +32,259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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